0.04Open0.04Pre Close53 Volume290 Open Interest98.00Strike Price97.00Turnover90.63%IV14.70%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0067Delta0.0040Gamma1424.17Leverage Ratio-0.0100Theta0.0000Rho9.52Eff Leverage0.0010Vega