0.97Open1.70Pre Close1 Volume25 Open Interest131.00Strike Price97.00Turnover19.09%IV2.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.3593Delta0.0926Gamma133.32Leverage Ratio-0.0844Theta0.0122Rho47.90Eff Leverage0.0791Vega