0.05Open0.05Pre Close25 Volume326 Open Interest10.00Strike Price97.00Turnover38.70%IV17.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0769Delta0.1597Gamma284.00Leverage Ratio-0.0024Theta0.0005Rho21.84Eff Leverage0.0034Vega