0.97Open1.10Pre Close1 Volume251 Open Interest42.00Strike Price97.00Turnover45.29%IV1.18%PremiumDec 20, 2024Expiry Date0.47Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.6449Delta0.2107Gamma42.47Leverage Ratio-0.1198Theta0.0022Rho27.39Eff Leverage0.0145Vega