0.01Open0.01Pre Close31 Volume613 Open Interest45.00Strike Price96.00Turnover316.60%IV4.38%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0854Delta0.1034Gamma783.33Leverage Ratio-3.0648Theta0.0000Rho-66.93Eff Leverage0.0007Vega