0.08Open0.30Pre Close13 Volume58 Open Interest47.00Strike Price97.00Turnover1290.07%IV3.65%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0858Delta0.1249Gamma974.60Leverage Ratio-65.9012Theta0.0000Rho-83.65Eff Leverage0.0002Vega