2.11Open1.72Pre Close530 Volume305 Open Interest424.00Strike Price96.50KTurnover24.48%IV0.71%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.3080Delta0.0739Gamma450.93Leverage Ratio-1.1100Theta-0.0026Rho-138.87Eff Leverage0.0684Vega