0.03Open0.04Pre Close28 Volume5.42K Open Interest4.00Strike Price96.00Turnover87.02%IV30.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1533Delta0.3432Gamma62.00Leverage Ratio-0.0035Theta0.0003Rho9.51Eff Leverage0.0019Vega