0.05Open0.01Pre Close40 Volume4.42K Open Interest7.00Strike Price97.00Turnover62.33%IV27.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0804Delta0.1707Gamma184.00Leverage Ratio-0.0028Theta0.0003Rho14.80Eff Leverage0.0021Vega