0.97Open1.05Pre Close1 Volume2.50K Open Interest20.00Strike Price97.00Turnover39.37%IV3.94%PremiumJan 17, 2025Expiry Date0.19Intrinsic Value100Multiplier22DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type-0.5036Delta0.2085Gamma24.01Leverage Ratio-0.0164Theta-0.0057Rho-12.09Eff Leverage0.0195Vega