0.01Open0.01Pre Close87 Volume286 Open Interest17.50Strike Price97.00Turnover242.23%IV16.42%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0242Delta0.0504Gamma1504.00Leverage Ratio-0.0846Theta0.0000Rho36.36Eff Leverage0.0003Vega