0.02Open0.06Pre Close30 Volume274 Open Interest192.50Strike Price97.00Turnover464.10%IV1.06%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0557Delta0.0886Gamma6350.33Leverage Ratio-90.9016Theta0.0000Rho353.88Eff Leverage0.0003Vega