6.50Open4.17Pre Close148 Volume2.01K Open Interest441.00Strike Price96.69KTurnover24.45%IV0.22%PremiumDec 20, 2024Expiry Date5.25Intrinsic Value100Multiplier3DDays to Expiry0.98Extrinsic Value100Contract SizeAmericanOptions Type-0.6860Delta0.0361Gamma64.80Leverage Ratio-0.5615Theta-0.0228Rho-44.45Eff Leverage0.1434Vega