0.97Open0.57Pre Close1 Volume205 Open Interest14.00Strike Price97.00Turnover31.37%IV0.84%PremiumDec 20, 2024Expiry Date0.86Intrinsic Value100Multiplier14DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.8623Delta0.2981Gamma13.55Leverage Ratio-0.0052Theta-0.0031Rho-11.68Eff Leverage0.0056Vega