0.25Open0.19Pre Close3 Volume708 Open Interest43.00Strike Price97.00Turnover67.03%IV25.42%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.1257Delta0.0343Gamma98.80Leverage Ratio-0.0256Theta0.0027Rho12.42Eff Leverage0.0186Vega