0.05Open0.03Pre Close25 Volume229 Open Interest12.00Strike Price97.00Turnover23.59%IV10.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0886Delta0.2129Gamma362.00Leverage Ratio-0.0020Theta0.0008Rho32.07Eff Leverage0.0051Vega