0.30Open0.97Pre Close2.79K Volume1.29K Open Interest22.00Strike Price96.84KTurnover298.09%IV-0.18%PremiumJul 5, 2024Expiry Date0.68Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8476Delta0.3450Gamma30.86Leverage Ratio-2.1597Theta0.0000Rho26.15Eff Leverage0.0005Vega