0.03Open0.07Pre Close72 Volume58.51K Open Interest30.00Strike Price96.00Turnover1525.67%IV6.78%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0229Delta0.0471Gamma3217.00Leverage Ratio-14.3962Theta0.0000Rho-73.71Eff Leverage0.0000Vega