0.03Open0.02Pre Close76 Volume499 Open Interest34.00Strike Price96.00Turnover714.25%IV2.89%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0404Delta0.1430Gamma3500.00Leverage Ratio-11.6222Theta0.0000Rho-141.55Eff Leverage0.0001Vega