0.64Open0.60Pre Close1.25K Volume1.81K Open Interest60.00Strike Price97.72KTurnover62.65%IV0.65%PremiumDec 20, 2024Expiry Date1.20Intrinsic Value100Multiplier2DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6718Delta0.1433Gamma34.19Leverage Ratio-0.2998Theta-0.0018Rho-22.97Eff Leverage0.0146Vega