0.48Open0.42Pre Close2 Volume7 Open Interest161.00Strike Price96.00Turnover137.97%IV19.18%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.0565Delta0.0080Gamma410.58Leverage Ratio-0.2828Theta0.0004Rho23.20Eff Leverage0.0117Vega