0.30Open0.05Pre Close2.14K Volume41 Open Interest16.00Strike Price96.87KTurnover103.61%IV4.18%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4813Delta0.2293Gamma24.65Leverage Ratio-0.0913Theta-0.0009Rho-11.86Eff Leverage0.0067Vega