1.81Open1.65Pre Close1.78K Volume2.48K Open Interest105.00Strike Price96.18KTurnover492.14%IV0.30%PremiumJul 26, 2024Expiry Date0.24Intrinsic Value100Multiplier-1DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.5326Delta0.1055Gamma64.76Leverage Ratio-39.7903Theta0.0000Rho34.49Eff Leverage0.0030Vega