0.09Open0.08Pre Close16 Volume108 Open Interest91.00Strike Price96.00Turnover41.29%IV9.44%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0254Delta0.0161Gamma2376.57Leverage Ratio-0.0214Theta0.0002Rho60.46Eff Leverage0.0053Vega