2.11Open1.72Pre Close530 Volume305 Open Interest424.00Strike Price96.50KTurnover20.73%IV0.71%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.3074Delta0.0737Gamma450.93Leverage Ratio-0.9344Theta-0.0036Rho-138.61Eff Leverage0.0809Vega