0.97Open1.20Pre Close1 Volume273 Open Interest12.50Strike Price97.00Turnover175.00%IV1.03%PremiumDec 6, 2024Expiry Date0.85Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8514Delta0.4324Gamma12.59Leverage Ratio-0.2550Theta-0.0001Rho-10.72Eff Leverage0.0007Vega