0.10Open0.17Pre Close7 Volume216 Open Interest57.00Strike Price96.00Turnover30.12%IV3.05%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.1397Delta0.1392Gamma510.09Leverage Ratio-0.0571Theta-0.0006Rho-71.25Eff Leverage0.0118Vega