0.17Open0.20Pre Close5 Volume439 Open Interest165.00Strike Price97.00Turnover30.55%IV6.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0445Delta0.0140Gamma1406.88Leverage Ratio-0.0498Theta-0.0011Rho-62.67Eff Leverage0.0207Vega