0.15Open0.13Pre Close7 Volume145 Open Interest215.00Strike Price96.00Turnover22.03%IV1.86%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.1034Delta0.0594Gamma1459.60Leverage Ratio-0.1431Theta-0.0008Rho-150.86Eff Leverage0.0247Vega