91.70Open73.25Pre Close10 Volume66 Open Interest335.00Strike Price96.30KTurnover132.42%IV5.53%PremiumDec 20, 2024Expiry Date75.89Intrinsic Value100Multiplier4DDays to Expiry22.71Extrinsic Value100Contract SizeAmericanOptions Type0.9345Delta0.0022Gamma5.26Leverage Ratio-0.8667Theta0.0337Rho4.92Eff Leverage0.0547Vega