0.48Open0.17Pre Close2 Volume16 Open Interest15.00Strike Price96.00Turnover62.51%IV8.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.3868Delta0.2011Gamma29.75Leverage Ratio-0.0228Theta0.0023Rho11.51Eff Leverage0.0117Vega