11.17Open86.80Pre Close53 Volume63 Open Interest885.00Strike Price99.12KTurnover31.85%IV3.58%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry18.60Extrinsic Value100Contract SizeAmericanOptions Type-0.3796Delta0.0055Gamma46.56Leverage Ratio-0.5792Theta-0.1847Rho-17.67Eff Leverage0.8292Vega