0.05Open0.35Pre Close24 Volume1.08K Open Interest67.50Strike Price96.00Turnover149.92%IV1.98%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1058Delta0.1841Gamma1324.80Leverage Ratio-2.4478Theta0.0000Rho140.16Eff Leverage0.0012Vega