0.07Open0.08Pre Close16 Volume53 Open Interest81.00Strike Price96.00Turnover73.46%IV5.81%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2584Delta0.0526Gamma83.26Leverage Ratio-0.2375Theta0.0023Rho21.51Eff Leverage0.0271Vega