29.63Open35.39Pre Close36 Volume5.55K Open Interest110.00Strike Price96.11KTurnover97.46%IV0.33%PremiumOct 18, 2024Expiry Date26.03Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9891Delta0.0022Gamma5.21Leverage Ratio-0.0511Theta0.0102Rho5.15Eff Leverage0.0038Vega