0.32Open0.30Pre Close3 Volume130 Open Interest185.00Strike Price96.00Turnover43.41%IV15.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.0544Delta0.0082Gamma536.70Leverage Ratio-0.0540Theta0.0031Rho29.19Eff Leverage0.0341Vega