0.97Open2.00Pre Close1 Volume104 Open Interest35.00Strike Price97.00Turnover101.40%IV0.32%PremiumSep 20, 2024Expiry Date0.86Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6382Delta0.1714Gamma24.83Leverage Ratio-0.3371Theta-0.0009Rho-15.84Eff Leverage0.0081Vega