0.79Open0.79Pre Close1.32K Volume1.87K Open Interest9.50Strike Price97.93KTurnover157.12%IV6.44%PremiumOct 25, 2024Expiry Date0.12Intrinsic Value100Multiplier4DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.5644Delta0.2377Gamma13.36Leverage Ratio-0.0798Theta0.0006Rho7.54Eff Leverage0.0042Vega