0.07Open0.05Pre Close16 Volume158 Open Interest16.00Strike Price96.00Turnover63.05%IV19.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0437Delta0.0348Gamma397.80Leverage Ratio-0.0072Theta-0.0004Rho-17.38Eff Leverage0.0039Vega