29.63Open35.39Pre Close36 Volume5.52K Open Interest110.00Strike Price96.11KTurnover141.39%IV0.33%PremiumOct 18, 2024Expiry Date26.03Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9498Delta0.0056Gamma5.14Leverage Ratio-0.2595Theta0.0094Rho4.88Eff Leverage0.0134Vega