0.01Open0.01Pre Close96 Volume126 Open Interest33.50Strike Price96.00Turnover740.47%IV16.28%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0094Delta0.0082Gamma4000.00Leverage Ratio-0.8840Theta0.0000Rho-37.75Eff Leverage0.0001Vega