2.33Open2.01Pre Close246 Volume711 Open Interest285.00Strike Price96.30KTurnover32.33%IV1.18%PremiumJul 19, 2024Expiry Date1.28Intrinsic Value100Multiplier4DDays to Expiry3.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5396Delta0.0410Gamma63.40Leverage Ratio-0.4821Theta-0.0159Rho-34.21Eff Leverage0.1193Vega