0.97Open0.33Pre Close1 Volume18 Open Interest104.00Strike Price97.00Turnover13.11%IV1.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.4588Delta0.1399Gamma106.12Leverage Ratio-0.0413Theta0.0203Rho48.69Eff Leverage0.0859Vega