0.37Open0.40Pre Close3 Volume480 Open Interest80.00Strike Price97.00Turnover48.58%IV18.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.0515Delta0.0080Gamma327.80Leverage Ratio-0.0242Theta-0.0036Rho-16.87Eff Leverage0.0286Vega