0.97Open1.05Pre Close1 Volume2.50K Open Interest20.00Strike Price97.00Turnover41.94%IV3.89%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier22DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type-0.5009Delta0.1956Gamma23.29Leverage Ratio-0.0175Theta-0.0057Rho-11.67Eff Leverage0.0195Vega