0.32Open0.35Pre Close3 Volume581 Open Interest7.00Strike Price97.00Turnover23.73%IV1.19%PremiumDec 20, 2024Expiry Date0.25Intrinsic Value100Multiplier20DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7251Delta0.9214Gamma22.50Leverage Ratio-0.0026Theta-0.0022Rho-16.31Eff Leverage0.0053Vega