0.97Open0.95Pre Close1 Volume10 Open Interest61.00Strike Price97.00Turnover77.78%IV23.72%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.1664Delta0.0271Gamma66.79Leverage Ratio-0.0572Theta0.0042Rho11.12Eff Leverage0.0295Vega