0.03Open0.04Pre Close28 Volume5.42K Open Interest4.00Strike Price96.00Turnover88.95%IV30.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1533Delta0.3430Gamma62.00Leverage Ratio-0.0036Theta0.0003Rho9.50Eff Leverage0.0018Vega