0.24Open0.70Pre Close23 Volume168 Open Interest45.00Strike Price96.00Turnover386.03%IV1.03%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0693Delta0.4058Gamma4455.00Leverage Ratio-15.8774Theta0.0000Rho308.58Eff Leverage0.0001Vega