0.45Open0.41Pre Close3 Volume194 Open Interest245.00Strike Price97.00Turnover30.87%IV3.55%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1142Delta0.0283Gamma631.60Leverage Ratio-0.1965Theta0.0023Rho72.11Eff Leverage0.0427Vega