0.52Open0.54Pre Close923 Volume3.39K Open Interest70.00Strike Price96.55KTurnover23.86%IV0.41%PremiumDec 27, 2024Expiry Date1.00Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.7663Delta0.2133Gamma58.20Leverage Ratio-0.0944Theta0.0038Rho44.60Eff Leverage0.0184Vega