0.05Open0.03Pre Close22 Volume402 Open Interest11.50Strike Price97.00Turnover2256.16%IV5.10%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1583Delta0.4915Gamma274.50Leverage Ratio-41.2656Theta0.0000Rho43.44Eff Leverage0.0001Vega