0.51Open3.24Pre Close2 Volume22 Open Interest33.00Strike Price96.00Turnover53.20%IV4.21%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3185Delta0.1532Gamma67.96Leverage Ratio-0.0696Theta-0.0018Rho-21.65Eff Leverage0.0156Vega