0.21Open0.35Pre Close6 Volume880 Open Interest5.00Strike Price96.00Turnover224.94%IV4.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5317Delta0.2965Gamma9.84Leverage Ratio-0.0526Theta0.0003Rho5.23Eff Leverage0.0024Vega