0.05Open0.15Pre Close24 Volume1.12K Open Interest50.50Strike Price96.00Turnover92.33%IV12.54%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0152Delta0.0106Gamma2886.00Leverage Ratio-0.0198Theta0.0000Rho-43.94Eff Leverage0.0015Vega