0.63Open0.92Pre Close2.08K Volume122 Open Interest37.50Strike Price97.44KTurnover29.36%IV1.09%PremiumDec 6, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.5506Delta0.3475Gamma72.33Leverage Ratio-0.0647Theta0.0021Rho39.82Eff Leverage0.0153Vega