0.48Open1.00Pre Close2 Volume24 Open Interest125.00Strike Price96.00Turnover65.30%IV7.25%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.1157Delta0.0235Gamma279.71Leverage Ratio-0.2354Theta-0.0014Rho-32.35Eff Leverage0.0247Vega