96.65Open96.65Pre Close0 Volume3 Open Interest230.00Strike Price0.00Turnover104.82%IV3.70%PremiumDec 20, 2024Expiry Date85.01Intrinsic Value100Multiplier6DDays to Expiry11.64Extrinsic Value100Contract SizeAmericanOptions Type0.9898Delta0.0006Gamma3.69Leverage Ratio-0.1048Theta0.0406Rho3.65Eff Leverage0.0115Vega