0.96Open1.02Pre Close1 Volume686 Open Interest4.50Strike Price96.00Turnover156.52%IV-0.43%PremiumSep 27, 2024Expiry Date0.98Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9153Delta0.2673Gamma3.60Leverage Ratio-0.0096Theta-0.0004Rho-3.29Eff Leverage0.0006Vega