0.97Open0.57Pre Close1 Volume205 Open Interest14.00Strike Price97.00Turnover48.07%IV1.36%PremiumDec 20, 2024Expiry Date0.79Intrinsic Value100Multiplier13DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7206Delta0.2844Gamma13.62Leverage Ratio-0.0146Theta-0.0031Rho-9.81Eff Leverage0.0084Vega