0.07Open0.09Pre Close9 Volume557 Open Interest295.00Strike Price96.00Turnover54.74%IV10.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0216Delta0.0039Gamma2538.43Leverage Ratio-0.0820Theta0.0005Rho54.93Eff Leverage0.0126Vega