0.96Open1.30Pre Close1 Volume4 Open Interest17.50Strike Price96.00Turnover98.82%IV4.59%PremiumSep 20, 2024Expiry Date0.15Intrinsic Value100Multiplier7DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type0.5549Delta0.1585Gamma16.42Leverage Ratio-0.0696Theta0.0018Rho9.11Eff Leverage0.0100Vega