8.63Open7.30Pre Close102 Volume265 Open Interest570.00Strike Price94.76KTurnover31.16%IV0.27%PremiumJul 12, 2024Expiry Date5.45Intrinsic Value100Multiplier1DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type-0.6615Delta0.0296Gamma69.91Leverage Ratio-1.3764Theta-0.0169Rho-46.25Eff Leverage0.1456Vega