0.01Open0.03Pre Close96 Volume187 Open Interest143.00Strike Price96.00Turnover1271.70%IV6.72%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0070Delta0.0045Gamma15329.00Leverage Ratio-20.5303Theta0.0000Rho-107.37Eff Leverage0.0001Vega