0.17Open0.30Pre Close6 Volume102 Open Interest190.00Strike Price96.00Turnover24.10%IV8.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0548Delta0.0126Gamma873.90Leverage Ratio-0.0309Theta0.0041Rho47.86Eff Leverage0.0404Vega