0.96Open4.66Pre Close1 Volume12 Open Interest340.00Strike Price96.00Turnover46.83%IV15.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.1419Delta0.0062Gamma119.33Leverage Ratio-0.1677Theta0.0267Rho16.94Eff Leverage0.1725Vega