0.03Open0.01Pre Close32 Volume62 Open Interest121.00Strike Price96.00Turnover50.71%IV5.93%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0244Delta0.0174Gamma3808.33Leverage Ratio-0.0300Theta0.0001Rho92.93Eff Leverage0.0037Vega