0.08Open0.09Pre Close24 Volume3.10K Open Interest50.00Strike Price96.00Turnover55.67%IV10.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0346Delta0.0215Gamma1119.80Leverage Ratio-0.0249Theta-0.0002Rho-38.80Eff Leverage0.0049Vega