0.97Open1.05Pre Close1 Volume2.50K Open Interest20.00Strike Price97.00Turnover41.69%IV4.08%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier22DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type-0.4933Delta0.1964Gamma24.05Leverage Ratio-0.0175Theta-0.0057Rho-11.86Eff Leverage0.0195Vega