0.08Open0.04Pre Close27 Volume531 Open Interest59.00Strike Price96.00Turnover107.49%IV7.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0696Delta0.0538Gamma735.20Leverage Ratio-0.2508Theta0.0001Rho51.16Eff Leverage0.0031Vega