0.10Open0.15Pre Close10 Volume878 Open Interest97.00Strike Price97.00Turnover122.03%IV22.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0160Delta0.0027Gamma1386.44Leverage Ratio-0.0637Theta-0.0002Rho-22.20Eff Leverage0.0050Vega