0.32Open0.10Pre Close3 Volume166 Open Interest67.50Strike Price96.00Turnover192.16%IV18.15%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1016Delta0.0255Gamma179.38Leverage Ratio-0.3078Theta0.0002Rho18.22Eff Leverage0.0064Vega