0.55Open0.41Pre Close1.18K Volume961 Open Interest38.50Strike Price96.50KTurnover81.39%IV3.75%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3518Delta0.1706Gamma75.18Leverage Ratio-0.2519Theta0.0006Rho26.44Eff Leverage0.0099Vega