12.80Open20.00Pre Close187 Volume318 Open Interest430.00Strike Price96.79KTurnover59.11%IV4.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry3.80Extrinsic Value100Contract SizeAmericanOptions Type0.2823Delta0.0140Gamma101.21Leverage Ratio-1.2235Theta0.0109Rho28.57Eff Leverage0.1377Vega