0.46Open0.85Pre Close2 Volume313 Open Interest15.00Strike Price96.00Turnover43.03%IV7.76%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3229Delta0.1805Gamma34.93Leverage Ratio-0.0108Theta-0.0043Rho-11.28Eff Leverage0.0166Vega