0.96Open1.02Pre Close1 Volume686 Open Interest4.50Strike Price96.00Turnover157.99%IV-0.28%PremiumSep 27, 2024Expiry Date0.97Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9142Delta0.2676Gamma3.60Leverage Ratio-0.0098Theta-0.0004Rho-3.29Eff Leverage0.0006Vega