0.24Open1.20Pre Close4 Volume19 Open Interest155.00Strike Price96.00Turnover47.55%IV26.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0404Delta0.0056Gamma511.67Leverage Ratio-0.0265Theta0.0033Rho20.65Eff Leverage0.0281Vega