0.08Open1.16Pre Close12 Volume12 Open Interest44.50Strike Price96.00Turnover125.04%IV4.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1099Delta0.1228Gamma531.88Leverage Ratio-0.4693Theta0.0000Rho58.47Eff Leverage0.0023Vega