0.05Open0.03Pre Close22 Volume402 Open Interest11.50Strike Price97.00Turnover8262.75%IV5.10%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1598Delta0.5009Gamma274.50Leverage Ratio-565.3125Theta0.0000Rho43.87Eff Leverage0.0000Vega