0.33Open0.40Pre Close3 Volume1.04K Open Interest2.50Strike Price97.00Turnover66.89%IV1.37%PremiumOct 18, 2024Expiry Date0.31Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7648Delta0.8797Gamma6.26Leverage Ratio-0.0023Theta-0.0010Rho-4.79Eff Leverage0.0016Vega