0.13Open0.02Pre Close10 Volume96 Open Interest74.00Strike Price96.00Turnover58.82%IV12.85%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0338Delta0.0178Gamma1193.09Leverage Ratio-0.0309Theta0.0003Rho40.38Eff Leverage0.0054Vega