0.15Open0.05Pre Close12 Volume43 Open Interest144.00Strike Price96.00Turnover1115.05%IV6.43%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0074Delta0.0050Gamma15388.00Leverage Ratio-17.5480Theta0.0000Rho-113.30Eff Leverage0.0001Vega