0.96Open1.00Pre Close1 Volume87 Open Interest18.00Strike Price96.00Turnover50.95%IV0.44%PremiumDec 6, 2024Expiry Date0.89Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8432Delta0.2979Gamma17.92Leverage Ratio-0.0285Theta-0.0011Rho-15.11Eff Leverage0.0038Vega