0.96Open1.02Pre Close1 Volume686 Open Interest4.50Strike Price96.00Turnover151.52%IV-0.28%PremiumSep 27, 2024Expiry Date0.97Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9278Delta0.2472Gamma3.60Leverage Ratio-0.0080Theta-0.0004Rho-3.34Eff Leverage0.0005Vega