3.40Open3.70Pre Close275 Volume139 Open Interest57.00Strike Price97.19KTurnover329.08%IV8.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type0.4719Delta0.0395Gamma16.10Leverage Ratio-2.6478Theta0.0007Rho7.60Eff Leverage0.0122Vega