11.88Open7.54Pre Close66 Volume133 Open Interest587.00Strike Price97.40KTurnover73.70%IV0.08%PremiumOct 31, 2024Expiry Date15.93Intrinsic Value100Multiplier0DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.9561Delta0.0105Gamma35.67Leverage Ratio-2.3464Theta-0.0021Rho-34.10Eff Leverage0.0112Vega