0.96Open5.36Pre Close1 Volume25 Open Interest110.00Strike Price96.00Turnover572.65%IV-0.07%PremiumOct 18, 2024Expiry Date1.04Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7795Delta0.2193Gamma88.95Leverage Ratio-118.0835Theta0.0000Rho-69.34Eff Leverage0.0007Vega