0.02Open0.03Pre Close53 Volume729 Open Interest25.00Strike Price96.00Turnover2002.11%IV5.88%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0567Delta0.1360Gamma1181.50Leverage Ratio-39.9385Theta0.0000Rho67.02Eff Leverage0.0000Vega