0.01Open0.02Pre Close84 Volume1.90K Open Interest61.00Strike Price96.00Turnover188.27%IV2.78%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0304Delta0.0808Gamma5936.00Leverage Ratio-1.2919Theta0.0000Rho180.53Eff Leverage0.0003Vega