0.08Open0.05Pre Close23 Volume571 Open Interest191.00Strike Price97.00Turnover587.74%IV3.01%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0120Delta0.0129Gamma18542.00Leverage Ratio-18.8861Theta0.0000Rho222.86Eff Leverage0.0001Vega