0.97Open0.57Pre Close1 Volume205 Open Interest14.00Strike Price97.00Turnover46.81%IV1.36%PremiumDec 20, 2024Expiry Date0.79Intrinsic Value100Multiplier14DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7200Delta0.2845Gamma13.62Leverage Ratio-0.0138Theta-0.0033Rho-9.81Eff Leverage0.0086Vega