0.22Open0.19Pre Close6 Volume357 Open Interest110.00Strike Price97.00Turnover4.75%IV1.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2160Delta0.2395Gamma725.07Leverage Ratio-0.0115Theta0.0131Rho156.64Eff Leverage0.0746Vega