0.48Open1.15Pre Close2 Volume73 Open Interest46.00Strike Price96.00Turnover36.87%IV6.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.2931Delta0.0974Gamma70.06Leverage Ratio-0.0365Theta0.0058Rho20.54Eff Leverage0.0329Vega