0.80Open1.72Pre Close1.10K Volume97 Open Interest15.00Strike Price96.61KTurnover119.82%IV3.64%PremiumDec 27, 2024Expiry Date0.42Intrinsic Value100Multiplier4DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.5660Delta0.2197Gamma15.35Leverage Ratio-0.0972Theta-0.0009Rho-8.69Eff Leverage0.0059Vega