0.40Open0.20Pre Close5 Volume3 Open Interest567.50Strike Price96.00Turnover27.46%IV0.95%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0132Delta0.0156Gamma56217.00Leverage Ratio-0.4602Theta0.0000Rho741.30Eff Leverage0.0027Vega