0.97Open1.05Pre Close1 Volume136 Open Interest32.50Strike Price97.00Turnover24.36%IV1.09%PremiumNov 15, 2024Expiry Date0.61Intrinsic Value100Multiplier8DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.7416Delta0.2660Gamma36.79Leverage Ratio-0.0272Theta0.0053Rho27.28Eff Leverage0.0161Vega