0.07Open0.10Pre Close14 Volume72 Open Interest385.00Strike Price96.00Turnover63.68%IV14.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0074Delta0.0007Gamma6396.00Leverage Ratio-0.0549Theta-0.0003Rho-47.42Eff Leverage0.0091Vega