0.01Open0.01Pre Close96 Volume3.64K Open Interest8.00Strike Price96.00Turnover88.80%IV9.65%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0583Delta0.2847Gamma730.50Leverage Ratio-0.0099Theta0.0000Rho42.59Eff Leverage0.0005Vega