0.70Open0.06Pre Close7 Volume220 Open Interest610.00Strike Price96.00Turnover38.54%IV5.85%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0245Delta0.0035Gamma3842.07Leverage Ratio-0.1413Theta0.0008Rho94.00Eff Leverage0.0245Vega