0.48Open1.00Pre Close2 Volume24 Open Interest125.00Strike Price96.00Turnover64.14%IV7.60%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.1156Delta0.0235Gamma280.74Leverage Ratio-0.2275Theta-0.0014Rho-32.46Eff Leverage0.0252Vega