1.66Open1.61Pre Close621 Volume914 Open Interest138.00Strike Price96.70KTurnover33.82%IV1.49%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type-0.4617Delta0.0824Gamma79.49Leverage Ratio-0.2557Theta-0.0064Rho-36.70Eff Leverage0.0567Vega