0.32Open0.30Pre Close3 Volume682 Open Interest15.00Strike Price96.00Turnover68.37%IV13.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.2927Delta0.1553Gamma36.00Leverage Ratio-0.0187Theta0.0021Rho10.54Eff Leverage0.0111Vega