0.10Open0.15Pre Close10 Volume3.32K Open Interest20.00Strike Price96.00Turnover42.75%IV17.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0770Delta0.0801Gamma284.33Leverage Ratio-0.0059Theta0.0008Rho21.90Eff Leverage0.0061Vega