0.01Open0.04Pre Close21 Volume302 Open Interest73.00Strike Price96.00Turnover431.28%IV4.39%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0621Delta0.0554Gamma1271.50Leverage Ratio-7.9226Theta0.0000Rho-78.90Eff Leverage0.0006Vega