0.05Open0.09Pre Close18 Volume730 Open Interest37.00Strike Price96.00Turnover42.85%IV1.28%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.2810Delta0.4747Gamma299.20Leverage Ratio-0.1687Theta-0.0002Rho-84.07Eff Leverage0.0056Vega