0.03Open0.03Pre Close47 Volume861 Open Interest96.00Strike Price97.00Turnover138.64%IV16.91%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0149Delta0.0065Gamma2738.00Leverage Ratio-0.1044Theta0.0000Rho40.89Eff Leverage0.0016Vega