0.64Open0.60Pre Close1.25K Volume1.81K Open Interest60.00Strike Price97.72KTurnover66.36%IV0.65%PremiumDec 20, 2024Expiry Date1.20Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6721Delta0.1434Gamma34.19Leverage Ratio-0.3439Theta-0.0016Rho-22.98Eff Leverage0.0137Vega