0.31Open3.33Pre Close3.42K Volume30 Open Interest119.00Strike Price97.60KTurnover413.51%IV0.25%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2966Delta0.8629Gamma1188.00Leverage Ratio-290.4587Theta0.0000Rho352.38Eff Leverage0.0003Vega