0.52Open0.80Pre Close2 Volume652 Open Interest10.00Strike Price97.00Turnover56.67%IV9.65%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3318Delta0.2054Gamma24.87Leverage Ratio-0.0097Theta-0.0031Rho-8.25Eff Leverage0.0113Vega