0.45Open0.30Pre Close2 Volume84 Open Interest49.00Strike Price97.00Turnover41.22%IV10.04%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.2153Delta0.0659Gamma86.54Leverage Ratio-0.0322Theta0.0053Rho18.63Eff Leverage0.0315Vega