0.04Open0.10Pre Close10 Volume175 Open Interest150.00Strike Price97.00Turnover50.39%IV8.81%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0308Delta0.0085Gamma1643.80Leverage Ratio-0.0646Theta-0.0005Rho-50.66Eff Leverage0.0113Vega