0.40Open0.68Pre Close3 Volume40 Open Interest24.50Strike Price96.00Turnover30.53%IV0.90%PremiumDec 13, 2024Expiry Date0.06Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6727Delta0.9311Gamma87.29Leverage Ratio-0.0698Theta-0.0004Rho-58.71Eff Leverage0.0046Vega