0.64Open0.60Pre Close1.25K Volume1.81K Open Interest60.00Strike Price97.72KTurnover67.74%IV0.65%PremiumDec 20, 2024Expiry Date1.20Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6722Delta0.1434Gamma34.19Leverage Ratio-0.3614Theta-0.0015Rho-22.98Eff Leverage0.0134Vega