0.05Open0.05Pre Close29 Volume3.08K Open Interest17.50Strike Price97.00Turnover1201.89%IV2.27%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1764Delta0.6095Gamma428.75Leverage Ratio-35.3193Theta0.0000Rho75.64Eff Leverage0.0001Vega