0.05Open0.10Pre Close24 Volume799 Open Interest180.00Strike Price96.00Turnover40.26%IV6.49%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0123Delta0.0055Gamma7697.60Leverage Ratio-0.0240Theta-0.0001Rho-94.97Eff Leverage0.0046Vega