0.16Open0.08Pre Close6 Volume145 Open Interest165.00Strike Price96.00Turnover31.70%IV8.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.0503Delta0.0111Gamma896.15Leverage Ratio-0.0463Theta-0.0022Rho-45.12Eff Leverage0.0304Vega