0.11Open0.20Pre Close15 Volume333 Open Interest131.00Strike Price96.00Turnover1364.97%IV5.64%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0337Delta0.0197Gamma2481.00Leverage Ratio-72.2221Theta0.0000Rho83.70Eff Leverage0.0002Vega