0.50Open0.65Pre Close2 Volume68 Open Interest115.00Strike Price97.00Turnover14.98%IV3.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.2134Delta0.0730Gamma234.59Leverage Ratio-0.0307Theta0.0133Rho50.05Eff Leverage0.0773Vega