0.50Open0.65Pre Close2 Volume68 Open Interest115.00Strike Price97.00Turnover15.53%IV3.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.2128Delta0.0727Gamma234.59Leverage Ratio-0.0326Theta0.0124Rho49.93Eff Leverage0.0747Vega