0.15Open0.13Pre Close7 Volume145 Open Interest215.00Strike Price96.00Turnover22.38%IV1.80%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.1020Delta0.0579Gamma1458.67Leverage Ratio-0.1432Theta-0.0008Rho-148.72Eff Leverage0.0244Vega