0.05Open0.09Pre Close31 Volume375 Open Interest26.50Strike Price97.00Turnover34.41%IV3.15%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0962Delta0.2597Gamma911.00Leverage Ratio-0.0258Theta-0.0001Rho-87.66Eff Leverage0.0033Vega