0.10Open0.05Pre Close13 Volume947 Open Interest42.00Strike Price96.00Turnover42.73%IV7.41%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0416Delta0.0437Gamma1295.14Leverage Ratio-0.0193Theta-0.0002Rho-53.88Eff Leverage0.0042Vega