0.96Open8.20Pre Close1 Volume121 Open Interest67.00Strike Price96.00Turnover107.77%IV0.64%PremiumJan 10, 2025Expiry Date0.53Intrinsic Value100Multiplier0DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.5402Delta0.2134Gamma67.53Leverage Ratio-1.5751Theta0.0002Rho36.48Eff Leverage0.0069Vega