0.30Open0.20Pre Close3 Volume141 Open Interest210.00Strike Price96.00Turnover76.63%IV7.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0662Delta0.0146Gamma782.52Leverage Ratio-0.2497Theta0.0004Rho51.78Eff Leverage0.0147Vega