0.08Open0.09Pre Close24 Volume3.10K Open Interest50.00Strike Price96.00Turnover54.55%IV10.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0346Delta0.0215Gamma1119.80Leverage Ratio-0.0240Theta-0.0003Rho-38.79Eff Leverage0.0050Vega