0.15Open0.15Pre Close6 Volume22 Open Interest515.00Strike Price97.00Turnover26.49%IV4.87%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0361Delta0.0062Gamma2729.28Leverage Ratio-0.1191Theta0.0017Rho98.43Eff Leverage0.0379Vega