0.45Open0.41Pre Close3 Volume194 Open Interest245.00Strike Price97.00Turnover31.44%IV3.68%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1126Delta0.0275Gamma630.83Leverage Ratio-0.1975Theta0.0023Rho71.02Eff Leverage0.0422Vega