11.17Open86.80Pre Close51 Volume63 Open Interest885.00Strike Price95.16KTurnover30.90%IV3.38%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry20.95Extrinsic Value100Contract SizeAmericanOptions Type-0.3923Delta0.0058Gamma40.74Leverage Ratio-0.5633Theta-0.1894Rho-15.98Eff Leverage0.8347Vega