7.95Open13.37Pre Close109 Volume81 Open Interest267.50Strike Price96.45KTurnover54.42%IV2.54%PremiumAug 2, 2024Expiry Date3.56Intrinsic Value100Multiplier4DDays to Expiry6.70Extrinsic Value100Contract SizeAmericanOptions Type-0.5671Delta0.0246Gamma31.80Leverage Ratio-0.7156Theta-0.0179Rho-18.03Eff Leverage0.1157Vega