0.75Open0.66Pre Close1.47K Volume1.41K Open Interest19.00Strike Price96.27KTurnover110.14%IV5.99%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4396Delta0.1859Gamma28.52Leverage Ratio-0.1146Theta0.0008Rho12.54Eff Leverage0.0076Vega