0.03Open0.04Pre Close70 Volume6.40K Open Interest110.00Strike Price97.00Turnover510.58%IV25.51%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0022Delta0.0004Gamma14765.00Leverage Ratio-0.2886Theta0.0000Rho-31.97Eff Leverage0.0002Vega