0.29Open0.35Pre Close4 Volume293 Open Interest57.50Strike Price96.00Turnover38.52%IV13.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.0664Delta0.0195Gamma331.35Leverage Ratio-0.0168Theta-0.0027Rho-22.01Eff Leverage0.0221Vega