0.55Open0.35Pre Close2.21K Volume48.68K Open Interest12.00Strike Price96.95KTurnover83.99%IV0.62%PremiumSep 20, 2024Expiry Date0.37Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.6942Delta0.5951Gamma27.50Leverage Ratio-0.1066Theta0.0003Rho19.09Eff Leverage0.0025Vega