0.11Open0.20Pre Close15 Volume333 Open Interest131.00Strike Price96.00Turnover1531.17%IV5.64%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0338Delta0.0197Gamma2481.00Leverage Ratio-90.9759Theta0.0000Rho83.74Eff Leverage0.0002Vega