0.38Open0.49Pre Close1.34K Volume1.55K Open Interest42.00Strike Price96.83KTurnover100.89%IV9.77%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.1737Delta0.0519Gamma86.70Leverage Ratio-0.1548Theta-0.0009Rho-15.06Eff Leverage0.0126Vega