0.17Open0.10Pre Close8 Volume625 Open Interest365.00Strike Price96.00Turnover34.26%IV4.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.0113Gamma1998.46Leverage Ratio-0.1565Theta0.0009Rho95.94Eff Leverage0.0258Vega