0.24Open0.24Pre Close4 Volume91 Open Interest47.50Strike Price96.00Turnover38.73%IV2.68%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.2225Delta0.2040Gamma242.80Leverage Ratio-0.1023Theta-0.0006Rho-54.03Eff Leverage0.0112Vega