0.96Open1.19Pre Close1 Volume22 Open Interest51.50Strike Price96.00Turnover24.07%IV-0.13%PremiumOct 4, 2024Expiry Date1.03Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8623Delta0.2222Gamma43.59Leverage Ratio-0.0524Theta0.0027Rho37.59Eff Leverage0.0090Vega