0.04Open0.04Pre Close21 Volume158 Open Interest98.00Strike Price96.00Turnover30.38%IV3.71%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0309Delta0.0417Gamma2363.38Leverage Ratio-0.0200Theta0.0001Rho73.11Eff Leverage0.0038Vega