0.48Open1.10Pre Close819 Volume925 Open Interest190.00Strike Price97.59KTurnover20.31%IV0.29%PremiumNov 29, 2024Expiry Date2.01Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.6856Delta0.0915Gamma68.99Leverage Ratio-0.1763Theta-0.0118Rho-47.30Eff Leverage0.0684Vega