0.97Open1.60Pre Close1 Volume225 Open Interest220.00Strike Price97.00Turnover25.88%IV3.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.2061Delta0.0371Gamma237.49Leverage Ratio-0.1612Theta0.0083Rho48.94Eff Leverage0.0845Vega