0.49Open0.52Pre Close3.47K Volume8.12K Open Interest175.00Strike Price96.74KTurnover66.57%IV8.05%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.0720Delta0.0166Gamma662.04Leverage Ratio-0.2116Theta0.0007Rho47.70Eff Leverage0.0171Vega