0.96Open1.02Pre Close1 Volume68 Open Interest17.00Strike Price96.00Turnover34.98%IV0.90%PremiumJul 19, 2024Expiry Date0.80Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.8853Delta0.2814Gamma21.32Leverage Ratio-0.0167Theta0.0018Rho18.87Eff Leverage0.0038Vega