0.07Open0.08Pre Close14 Volume655 Open Interest107.00Strike Price96.00Turnover158.65%IV2.71%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0554Delta0.0654Gamma2605.50Leverage Ratio-2.3462Theta0.0000Rho144.26Eff Leverage0.0012Vega