7.95Open13.37Pre Close109 Volume81 Open Interest267.50Strike Price96.45KTurnover54.98%IV2.49%PremiumAug 2, 2024Expiry Date3.69Intrinsic Value100Multiplier4DDays to Expiry6.57Extrinsic Value100Contract SizeAmericanOptions Type-0.5920Delta0.0242Gamma32.07Leverage Ratio-0.7089Theta-0.0185Rho-18.99Eff Leverage0.1137Vega