0.02Open0.03Pre Close57 Volume406 Open Interest28.00Strike Price97.00Turnover451.60%IV1.30%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0885Delta0.6522Gamma2765.00Leverage Ratio-13.6236Theta0.0000Rho244.61Eff Leverage0.0001Vega