2.57Open3.50Pre Close609 Volume772 Open Interest118.00Strike Price96.15KTurnover34.63%IV1.63%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.32Extrinsic Value100Contract SizeAmericanOptions Type-0.4294Delta0.0958Gamma89.52Leverage Ratio-0.2324Theta-0.0048Rho-38.44Eff Leverage0.0465Vega