5.25Open5.84Pre Close217 Volume3.02K Open Interest30.00Strike Price96.93KTurnover213.65%IV5.10%PremiumOct 18, 2024Expiry Date2.77Intrinsic Value100Multiplier4DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type-0.5698Delta0.0614Gamma6.68Leverage Ratio-0.3194Theta-0.0021Rho-3.81Eff Leverage0.0118Vega