0.65Open0.60Pre Close1.78K Volume1.37K Open Interest75.00Strike Price96.90KTurnover68.52%IV12.08%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.1559Delta0.0356Gamma128.36Leverage Ratio-0.1044Theta0.0021Rho20.02Eff Leverage0.0235Vega