0.15Open0.30Pre Close7 Volume517 Open Interest12.50Strike Price97.00Turnover43.51%IV8.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1853Delta0.1897Gamma90.73Leverage Ratio-0.0089Theta-0.0014Rho-16.81Eff Leverage0.0087Vega