0.24Open0.25Pre Close4 Volume48 Open Interest102.00Strike Price96.00Turnover15.79%IV0.67%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.3459Delta0.3540Gamma423.17Leverage Ratio-0.1515Theta0.0015Rho146.37Eff Leverage0.0243Vega