0.08Open0.09Pre Close12 Volume744 Open Interest22.50Strike Price96.00Turnover72.09%IV35.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0639Delta0.0406Gamma208.38Leverage Ratio-0.0080Theta0.0006Rho13.32Eff Leverage0.0054Vega