0.05Open0.05Pre Close19 Volume5.50K Open Interest16.00Strike Price97.00Turnover39.21%IV16.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0814Delta0.1071Gamma275.20Leverage Ratio-0.0043Theta0.0007Rho22.40Eff Leverage0.0054Vega