0.48Open1.47Pre Close2 Volume9 Open Interest17.50Strike Price96.00Turnover293.25%IV85.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.2060Delta0.0545Gamma20.24Leverage Ratio-0.0606Theta0.0005Rho4.17Eff Leverage0.0051Vega