0.42Open0.31Pre Close3.05K Volume7.51K Open Interest30.00Strike Price96.43KTurnover26.57%IV1.33%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5016Delta0.4422Gamma84.42Leverage Ratio-0.0428Theta0.0019Rho42.35Eff Leverage0.0135Vega