0.32Open0.25Pre Close3 Volume2.50K Open Interest22.00Strike Price96.00Turnover26.84%IV4.79%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.3378Delta0.2637Gamma71.00Leverage Ratio-0.0129Theta0.0041Rho23.98Eff Leverage0.0189Vega