0.13Open0.16Pre Close8 Volume4.54K Open Interest22.00Strike Price97.00Turnover22.40%IV1.14%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.4094Delta0.9062Gamma175.12Leverage Ratio-0.0339Theta0.0007Rho71.70Eff Leverage0.0074Vega