0.97Open1.05Pre Close1 Volume2.50K Open Interest20.00Strike Price97.00Turnover40.76%IV4.13%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier22DDays to Expiry0.82Extrinsic Value100Contract SizeAmericanOptions Type-0.5111Delta0.2017Gamma23.35Leverage Ratio-0.0169Theta-0.0058Rho-11.94Eff Leverage0.0195Vega