0.08Open0.12Pre Close12 Volume714 Open Interest24.50Strike Price96.00Turnover43.68%IV2.89%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2039Delta0.3994Gamma298.63Leverage Ratio-0.0604Theta0.0002Rho60.89Eff Leverage0.0046Vega