1.35Open1.10Pre Close617 Volume10.01K Open Interest40.00Strike Price96.07KTurnover37.28%IV4.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.5309Delta0.1044Gamma25.40Leverage Ratio-0.0345Theta0.0128Rho13.48Eff Leverage0.0407Vega