0.74Open0.65Pre Close1.52K Volume846 Open Interest22.00Strike Price97.04KTurnover46.55%IV5.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3567Delta0.2309Gamma56.83Leverage Ratio-0.0327Theta0.0019Rho20.27Eff Leverage0.0129Vega