0.10Open0.15Pre Close10 Volume3.33K Open Interest20.00Strike Price96.00Turnover43.92%IV17.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0892Delta0.0848Gamma227.47Leverage Ratio-0.0066Theta0.0009Rho20.28Eff Leverage0.0070Vega