0.45Open0.41Pre Close3 Volume194 Open Interest245.00Strike Price97.00Turnover30.56%IV3.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1152Delta0.0288Gamma629.92Leverage Ratio-0.1964Theta0.0023Rho72.57Eff Leverage0.0429Vega