0.11Open0.03Pre Close18 Volume217 Open Interest24.00Strike Price96.00Turnover201.42%IV22.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0827Delta0.0249Gamma123.76Leverage Ratio-0.1240Theta-0.0003Rho-10.23Eff Leverage0.0046Vega