0.05Open0.09Pre Close18 Volume730 Open Interest37.00Strike Price96.00Turnover48.84%IV1.28%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.2812Delta0.4752Gamma299.20Leverage Ratio-0.2198Theta-0.0002Rho-84.12Eff Leverage0.0049Vega