0.04Open0.01Pre Close26 Volume102 Open Interest817.50Strike Price96.00Turnover1078.38%IV7.02%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0016Delta0.0002Gamma87921.00Leverage Ratio-24.0766Theta0.0000Rho-140.47Eff Leverage0.0001Vega