0.97Open0.57Pre Close1 Volume205 Open Interest14.00Strike Price97.00Turnover42.63%IV0.31%PremiumDec 20, 2024Expiry Date0.93Intrinsic Value100Multiplier14DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7800Delta0.2768Gamma12.45Leverage Ratio-0.0104Theta-0.0034Rho-9.71Eff Leverage0.0076Vega