0.08Open0.09Pre Close12 Volume744 Open Interest22.50Strike Price96.00Turnover73.99%IV35.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0641Delta0.0408Gamma208.25Leverage Ratio-0.0084Theta0.0006Rho13.34Eff Leverage0.0052Vega