2.33Open2.01Pre Close246 Volume711 Open Interest285.00Strike Price96.30KTurnover31.94%IV1.18%PremiumJul 19, 2024Expiry Date1.28Intrinsic Value100Multiplier4DDays to Expiry3.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5394Delta0.0410Gamma63.40Leverage Ratio-0.4688Theta-0.0163Rho-34.20Eff Leverage0.1208Vega