87.54Open71.67Pre Close11 Volume23 Open Interest417.50Strike Price96.29KTurnover3913.45%IV0.01%PremiumDec 27, 2024Expiry Date87.50Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9969Delta0.0003Gamma3.79Leverage Ratio-64.0918Theta0.0000Rho-3.78Eff Leverage0.0001Vega