0.08Open0.11Pre Close12 Volume72 Open Interest163.00Strike Price96.00Turnover93.46%IV20.55%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0391Delta0.0061Gamma644.19Leverage Ratio-0.1152Theta0.0006Rho25.20Eff Leverage0.0125Vega