97.70Open97.70Pre Close0 Volume2 Open Interest1180.00Strike Price0.00Turnover66.47%IV5.83%PremiumJan 17, 2025Expiry Date27.26Intrinsic Value100Multiplier24DDays to Expiry70.44Extrinsic Value100Contract SizeAmericanOptions Type0.5932Delta0.0019Gamma12.36Leverage Ratio-1.7444Theta0.4117Rho7.33Eff Leverage1.2085Vega