0.04Open0.04Pre Close22 Volume0 Open Interest240.00Strike Price97.00Turnover52.03%IV40.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0058Delta0.0008Gamma4284.75Leverage Ratio-0.0078Theta0.0006Rho25.06Eff Leverage0.0071Vega