0.12Open0.27Pre Close8 Volume293 Open Interest73.50Strike Price97.00Turnover35.10%IV2.92%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0581Delta0.0832Gamma2161.00Leverage Ratio-0.0350Theta-0.0001Rho-125.56Eff Leverage0.0046Vega