0.04Open0.01Pre Close9 Volume18 Open Interest37.50Strike Price97.00Turnover41.47%IV4.59%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1516Delta0.1651Gamma326.91Leverage Ratio-0.0498Theta0.0005Rho49.56Eff Leverage0.0081Vega