0.97Open1.13Pre Close1 Volume138 Open Interest31.00Strike Price97.00Turnover48.25%IV-0.17%PremiumNov 1, 2024Expiry Date1.02Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7380Delta0.2126Gamma23.98Leverage Ratio-0.0600Theta-0.0023Rho-17.70Eff Leverage0.0104Vega