0.32Open0.26Pre Close3 Volume285 Open Interest65.00Strike Price96.00Turnover18.54%IV5.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1906Delta0.0858Gamma190.34Leverage Ratio-0.0168Theta0.0088Rho36.28Eff Leverage0.0464Vega