0.85Open1.55Pre Close2 Volume21 Open Interest242.50Strike Price96.00Turnover216.87%IV0.66%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1539Delta0.1725Gamma2191.09Leverage Ratio-64.4778Theta0.0000Rho337.24Eff Leverage0.0015Vega