0.32Open0.46Pre Close3 Volume136 Open Interest65.00Strike Price96.00Turnover73.09%IV23.44%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.0577Delta0.0077Gamma211.20Leverage Ratio-0.0388Theta-0.0028Rho-12.20Eff Leverage0.0239Vega