0.32Open0.30Pre Close3 Volume309 Open Interest4.00Strike Price96.00Turnover125.67%IV4.85%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6068Delta0.5945Gamma12.88Leverage Ratio-0.0231Theta0.0003Rho7.81Eff Leverage0.0020Vega