0.30Open0.58Pre Close4 Volume159 Open Interest57.00Strike Price96.00Turnover39.73%IV2.95%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1823Delta0.1728Gamma370.40Leverage Ratio-0.1135Theta0.0005Rho67.54Eff Leverage0.0102Vega