0.03Open0.03Pre Close47 Volume833 Open Interest96.00Strike Price97.00Turnover239.81%IV16.91%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0149Delta0.0065Gamma2738.00Leverage Ratio-0.3119Theta0.0000Rho40.87Eff Leverage0.0009Vega