0.97Open1.35Pre Close1 Volume298 Open Interest155.00Strike Price97.00Turnover40.42%IV10.53%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type-0.1255Delta0.0122Gamma156.51Leverage Ratio-0.0781Theta-0.0120Rho-19.64Eff Leverage0.0862Vega