0.05Open0.04Pre Close29 Volume703 Open Interest5.00Strike Price96.00Turnover5923.06%IV13.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1259Delta0.2744Gamma114.40Leverage Ratio-43.5141Theta0.0000Rho-14.40Eff Leverage0.0000Vega