0.06Open0.02Pre Close42 Volume1.23K Open Interest705.00Strike Price96.00Turnover65.62%IV14.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0033Delta0.0003Gamma20570.67Leverage Ratio-0.0297Theta0.0001Rho68.53Eff Leverage0.0046Vega