0.32Open0.31Pre Close2.29K Volume1.47K Open Interest43.50Strike Price97.80KTurnover22.59%IV1.39%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.3383Delta0.3621Gamma190.83Leverage Ratio-0.0501Theta-0.0014Rho-64.57Eff Leverage0.0164Vega