0.97Open0.84Pre Close1 Volume167 Open Interest19.00Strike Price97.00Turnover37.43%IV1.85%PremiumNov 1, 2024Expiry Date0.63Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8013Delta0.3978Gamma26.24Leverage Ratio-0.0241Theta-0.0014Rho-21.03Eff Leverage0.0053Vega