0.07Open0.15Pre Close11 Volume29 Open Interest134.00Strike Price97.00Turnover65.75%IV11.91%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0197Delta0.0050Gamma2172.00Leverage Ratio-0.0515Theta-0.0003Rho-42.76Eff Leverage0.0069Vega