87.54Open71.67Pre Close11 Volume23 Open Interest417.50Strike Price96.29KTurnover5877.49%IV0.01%PremiumDec 27, 2024Expiry Date87.50Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9859Delta0.0010Gamma3.79Leverage Ratio-483.5955Theta0.0000Rho-3.74Eff Leverage0.0002Vega