0.32Open0.38Pre Close3 Volume43 Open Interest50.00Strike Price96.00Turnover144.28%IV10.91%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1544Delta0.0574Gamma141.78Leverage Ratio-0.2931Theta0.0003Rho21.89Eff Leverage0.0068Vega