3.80Open4.00Pre Close270 Volume251 Open Interest80.00Strike Price96.97KTurnover139.77%IV4.79%PremiumDec 6, 2024Expiry Date0.45Intrinsic Value100Multiplier2DDays to Expiry3.85Extrinsic Value100Contract SizeAmericanOptions Type0.5434Delta0.0420Gamma20.11Leverage Ratio-0.8201Theta0.0028Rho10.93Eff Leverage0.0268Vega