0.24Open0.12Pre Close4 Volume506 Open Interest4.00Strike Price96.00Turnover751.45%IV2.08%PremiumJul 5, 2024Expiry Date0.16Intrinsic Value100Multiplier-1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6922Delta1.2114Gamma17.86Leverage Ratio-1.4067Theta0.0000Rho-12.36Eff Leverage0.0001Vega