0.45Open0.41Pre Close3 Volume194 Open Interest245.00Strike Price97.00Turnover31.54%IV3.81%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1124Delta0.0274Gamma630.03Leverage Ratio-0.1978Theta0.0023Rho70.79Eff Leverage0.0422Vega