0.09Open0.07Pre Close22 Volume683 Open Interest72.00Strike Price96.00Turnover484.23%IV1.64%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0397Delta0.1368Gamma7085.00Leverage Ratio-20.8702Theta0.0000Rho281.46Eff Leverage0.0001Vega