0.04Open0.04Pre Close21 Volume158 Open Interest98.00Strike Price96.00Turnover30.40%IV3.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0309Delta0.0416Gamma2363.13Leverage Ratio-0.0200Theta0.0001Rho73.02Eff Leverage0.0038Vega