0.08Open0.09Pre Close24 Volume3.09K Open Interest50.00Strike Price96.00Turnover58.06%IV10.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0347Delta0.0215Gamma1119.80Leverage Ratio-0.0267Theta-0.0002Rho-38.81Eff Leverage0.0047Vega