0.01Open0.01Pre Close97 Volume5.54K Open Interest33.00Strike Price97.00Turnover3897.49%IV3.25%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0422Delta0.1532Gamma3197.00Leverage Ratio-308.5082Theta0.0000Rho134.79Eff Leverage0.0000Vega