0.97Open1.70Pre Close1 Volume25 Open Interest131.00Strike Price97.00Turnover19.12%IV2.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.3592Delta0.0926Gamma133.32Leverage Ratio-0.0846Theta0.0121Rho47.89Eff Leverage0.0790Vega