0.35Open0.28Pre Close3 Volume52 Open Interest49.00Strike Price97.00Turnover18.10%IV2.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3310Delta0.2593Gamma241.55Leverage Ratio-0.0296Theta0.0040Rho79.96Eff Leverage0.0280Vega