91.70Open73.25Pre Close10 Volume66 Open Interest335.00Strike Price96.30KTurnover150.90%IV6.14%PremiumDec 20, 2024Expiry Date73.50Intrinsic Value100Multiplier4DDays to Expiry25.10Extrinsic Value100Contract SizeAmericanOptions Type0.9109Delta0.0025Gamma5.34Leverage Ratio-1.2790Theta0.0319Rho4.87Eff Leverage0.0684Vega