0.16Open0.16Pre Close6 Volume23 Open Interest15.00Strike Price96.00Turnover67.54%IV3.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.3050Delta0.4018Gamma88.06Leverage Ratio-0.0643Theta-0.0003Rho-26.86Eff Leverage0.0045Vega