0.18Open0.40Pre Close5.73K Volume63.48K Open Interest141.00Strike Price96.86KTurnover58.71%IV10.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0586Delta0.0165Gamma883.93Leverage Ratio-0.1111Theta0.0006Rho51.83Eff Leverage0.0142Vega