0.24Open0.24Pre Close4 Volume0 Open Interest225.00Strike Price96.00Turnover10.30%IV4.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0816Delta0.0231Gamma894.67Leverage Ratio-0.0173Theta0.0151Rho73.00Eff Leverage0.0956Vega