0.15Open0.20Pre Close8 Volume329 Open Interest55.00Strike Price96.00Turnover42.09%IV18.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0619Delta0.0251Gamma371.60Leverage Ratio-0.0132Theta0.0017Rho23.00Eff Leverage0.0141Vega