0.10Open0.15Pre Close14 Volume1.02K Open Interest55.00Strike Price96.00Turnover57.63%IV11.60%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0417Delta0.0296Gamma986.62Leverage Ratio-0.0282Theta0.0002Rho41.16Eff Leverage0.0047Vega