69.00Open78.30Pre Close14 Volume111 Open Interest220.00Strike Price96.60KTurnover145.54%IV2.66%PremiumJan 17, 2025Expiry Date64.88Intrinsic Value100Multiplier21DDays to Expiry4.12Extrinsic Value100Contract SizeAmericanOptions Type-0.7925Delta0.0053Gamma2.22Leverage Ratio-0.3473Theta-0.0898Rho-1.76Eff Leverage0.1072Vega