2.48Open2.05Pre Close471 Volume1.59K Open Interest37.50Strike Price96.57KTurnover91.99%IV0.86%PremiumDec 6, 2024Expiry Date2.18Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8226Delta0.0919Gamma15.78Leverage Ratio-0.1745Theta0.0018Rho12.98Eff Leverage0.0080Vega