7.95Open13.37Pre Close109 Volume81 Open Interest267.50Strike Price96.45KTurnover52.99%IV2.51%PremiumAug 2, 2024Expiry Date3.64Intrinsic Value100Multiplier4DDays to Expiry6.63Extrinsic Value100Contract SizeAmericanOptions Type-0.5657Delta0.0253Gamma31.23Leverage Ratio-0.6970Theta-0.0178Rho-17.66Eff Leverage0.1158Vega