0.40Open0.95Pre Close2 Volume383 Open Interest87.50Strike Price97.00Turnover97.28%IV21.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.1160Delta0.0183Gamma127.18Leverage Ratio-0.1227Theta0.0018Rho14.76Eff Leverage0.0215Vega