0.03Open0.10Pre Close42 Volume6.63K Open Interest44.00Strike Price97.00Turnover24.58%IV0.09%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.2921Delta6.2579Gamma4403.00Leverage Ratio-1.0230Theta0.0000Rho-1286.22Eff Leverage0.0008Vega