0.97Open0.57Pre Close1 Volume205 Open Interest14.00Strike Price97.00Turnover47.43%IV1.36%PremiumDec 20, 2024Expiry Date0.79Intrinsic Value100Multiplier13DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7203Delta0.2845Gamma13.62Leverage Ratio-0.0142Theta-0.0032Rho-9.81Eff Leverage0.0085Vega