0.03Open0.03Pre Close40 Volume9.71K Open Interest55.00Strike Price96.00Turnover59.16%IV6.63%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0151Delta0.0207Gamma5889.50Leverage Ratio-0.0100Theta0.0000Rho-89.13Eff Leverage0.0012Vega