12.35Open8.33Pre Close94 Volume22 Open Interest146.00Strike Price97.68KTurnover78.99%IV0.16%PremiumNov 29, 2024Expiry Date9.76Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9734Delta0.0132Gamma13.90Leverage Ratio-0.1735Theta-0.0020Rho-13.53Eff Leverage0.0038Vega