0.97Open0.57Pre Close1 Volume205 Open Interest14.00Strike Price97.00Turnover50.69%IV1.36%PremiumDec 20, 2024Expiry Date0.79Intrinsic Value100Multiplier11DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7217Delta0.2844Gamma13.62Leverage Ratio-0.0164Theta-0.0028Rho-9.83Eff Leverage0.0079Vega