0.36Open0.42Pre Close11.16K Volume7.49K Open Interest24.00Strike Price97.50KTurnover212.25%IV0.29%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.3570Delta3.0158Gamma1603.33Leverage Ratio-11.0082Theta0.0000Rho-572.32Eff Leverage0.0002Vega