4.65Open4.25Pre Close207 Volume188 Open Interest362.50Strike Price97.48KTurnover28.67%IV1.25%PremiumDec 27, 2024Expiry Date0.08Intrinsic Value100Multiplier3DDays to Expiry4.52Extrinsic Value100Contract SizeAmericanOptions Type0.5168Delta0.0409Gamma90.08Leverage Ratio-0.6845Theta0.0161Rho46.55Eff Leverage0.1354Vega