0.14Open0.10Pre Close8 Volume4 Open Interest5.00Strike Price96.00Turnover278.09%IV0.10%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8186Delta2.6142Gamma50.95Leverage Ratio-0.7210Theta0.0000Rho41.71Eff Leverage0.0001Vega