0.15Open0.08Pre Close2.60K Volume2.44K Open Interest27.50Strike Price97.39KTurnover87.47%IV5.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2537Delta0.1967Gamma109.75Leverage Ratio-0.1532Theta0.0003Rho27.84Eff Leverage0.0060Vega