0.04Open0.02Pre Close24 Volume278 Open Interest3.50Strike Price96.00Turnover349.88%IV66.20%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1207Delta0.2574Gamma53.25Leverage Ratio-0.0183Theta0.0000Rho6.43Eff Leverage0.0004Vega