0.01Open0.02Pre Close32 Volume549 Open Interest80.00Strike Price96.00Turnover251.68%IV12.26%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0207Delta0.0125Gamma2376.33Leverage Ratio-0.5024Theta0.0000Rho49.20Eff Leverage0.0008Vega