0.25Open0.25Pre Close4 Volume354 Open Interest2.50Strike Price96.00Turnover84.90%IV6.53%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier21DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.4940Delta0.7948Gamma10.89Leverage Ratio-0.0046Theta-0.0008Rho-5.38Eff Leverage0.0024Vega