96.36Open96.36Pre Close0 Volume0 Open Interest160.00Strike Price0.00Turnover150.47%IV4.45%PremiumDec 20, 2024Expiry Date85.44Intrinsic Value100Multiplier6DDays to Expiry10.92Extrinsic Value100Contract SizeAmericanOptions Type0.9890Delta0.0006Gamma2.86Leverage Ratio-0.1140Theta0.0265Rho2.83Eff Leverage0.0092Vega