0.48Open0.37Pre Close2 Volume1.64K Open Interest7.50Strike Price96.00Turnover71.12%IV2.31%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier23DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6267Delta0.2688Gamma10.76Leverage Ratio-0.0119Theta0.0027Rho6.74Eff Leverage0.0075Vega