0.96Open1.23Pre Close1 Volume758 Open Interest18.50Strike Price96.00Turnover127.85%IV-0.52%PremiumJul 26, 2024Expiry Date1.05Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6959Delta0.1947Gamma12.69Leverage Ratio-0.1415Theta-0.0008Rho-8.83Eff Leverage0.0049Vega