0.97Open1.20Pre Close1 Volume273 Open Interest12.50Strike Price97.00Turnover130.70%IV3.84%PremiumDec 6, 2024Expiry Date0.51Intrinsic Value100Multiplier0DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.9144Delta0.3965Gamma15.47Leverage Ratio-0.1275Theta-0.0001Rho-14.15Eff Leverage0.0005Vega