0.15Open0.11Pre Close59 Volume807 Open Interest56.50Strike Price97.00Turnover1613.71%IV2.57%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0313Delta0.0863Gamma5798.00Leverage Ratio-96.9615Theta0.0000Rho-181.42Eff Leverage0.0000Vega