0.15Open0.12Pre Close8 Volume39 Open Interest380.00Strike Price96.00Turnover1624.29%IV2.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0339Delta0.0112Gamma4350.11Leverage Ratio-585.0429Theta0.0000Rho-147.26Eff Leverage0.0003Vega