11.17Open86.80Pre Close51 Volume63 Open Interest885.00Strike Price95.16KTurnover32.18%IV3.36%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry20.95Extrinsic Value100Contract SizeAmericanOptions Type-0.3992Delta0.0056Gamma40.73Leverage Ratio-0.5902Theta-0.1933Rho-16.26Eff Leverage0.8381Vega