0.07Open0.10Pre Close15 Volume235 Open Interest107.00Strike Price97.00Turnover57.28%IV9.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0284Delta0.0103Gamma1684.97Leverage Ratio-0.0502Theta-0.0003Rho-47.81Eff Leverage0.0071Vega