0.10Open0.15Pre Close10 Volume3.32K Open Interest20.00Strike Price96.00Turnover45.04%IV17.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0891Delta0.0847Gamma227.47Leverage Ratio-0.0069Theta0.0009Rho20.27Eff Leverage0.0068Vega