0.08Open0.04Pre Close27 Volume522 Open Interest59.00Strike Price96.00Turnover138.62%IV7.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0696Delta0.0538Gamma735.20Leverage Ratio-0.4166Theta0.0000Rho51.15Eff Leverage0.0024Vega