0.04Open0.03Pre Close15 Volume23 Open Interest24.00Strike Price96.00Turnover272.05%IV27.51%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0292Delta0.0114Gamma471.57Leverage Ratio-0.0690Theta0.0000Rho-13.76Eff Leverage0.0014Vega