0.50Open0.65Pre Close2 Volume68 Open Interest115.00Strike Price97.00Turnover15.24%IV3.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.2131Delta0.0729Gamma234.59Leverage Ratio-0.0316Theta0.0128Rho49.99Eff Leverage0.0760Vega