0.01Open0.02Pre Close84 Volume1.90K Open Interest61.00Strike Price96.00Turnover1621.32%IV2.35%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0340Delta0.1005Gamma5961.00Leverage Ratio-120.7271Theta0.0000Rho202.55Eff Leverage0.0000Vega