32.19Open32.39Pre Close30 Volume33 Open Interest82.00Strike Price96.57KTurnover804.97%IV0.61%PremiumDec 27, 2024Expiry Date31.50Intrinsic Value100Multiplier0DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.9730Delta0.0031Gamma3.61Leverage Ratio-3.3603Theta0.0004Rho3.51Eff Leverage0.0015Vega