0.10Open0.25Pre Close9 Volume135 Open Interest55.00Strike Price96.00Turnover61.92%IV12.93%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0637Delta0.0336Gamma487.90Leverage Ratio-0.0392Theta0.0005Rho31.07Eff Leverage0.0075Vega