0.96Open1.02Pre Close1 Volume686 Open Interest4.50Strike Price96.00Turnover124.28%IV-0.28%PremiumSep 27, 2024Expiry Date0.97Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9635Delta0.1837Gamma3.58Leverage Ratio-0.0033Theta-0.0003Rho-3.45Eff Leverage0.0003Vega