0.02Open0.01Pre Close96 Volume6.59K Open Interest27.00Strike Price97.00Turnover658.59%IV3.05%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0502Delta0.2156Gamma2621.00Leverage Ratio-8.3858Theta0.0000Rho131.56Eff Leverage0.0001Vega