0.09Open0.15Pre Close9 Volume3.76K Open Interest165.00Strike Price97.00Turnover25.78%IV3.66%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0683Delta0.0308Gamma1316.46Leverage Ratio-0.0724Theta-0.0010Rho-89.86Eff Leverage0.0219Vega