0.32Open0.35Pre Close3 Volume9 Open Interest65.00Strike Price96.00Turnover53.36%IV16.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1914Delta0.0315Gamma65.79Leverage Ratio-0.0396Theta0.0083Rho12.59Eff Leverage0.0441Vega