0.51Open0.35Pre Close2 Volume37 Open Interest15.00Strike Price96.00Turnover86.59%IV4.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4650Delta0.2819Gamma31.16Leverage Ratio-0.0682Theta0.0008Rho14.49Eff Leverage0.0065Vega