1.90Open2.45Pre Close506 Volume9.69K Open Interest35.00Strike Price96.46KTurnover119.96%IV1.27%PremiumJan 17, 2025Expiry Date1.88Intrinsic Value100Multiplier3DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.6938Delta0.0808Gamma13.17Leverage Ratio-0.2334Theta0.0022Rho9.14Eff Leverage0.0127Vega