0.96Open1.40Pre Close1 Volume116 Open Interest36.50Strike Price96.00Turnover44.54%IV1.38%PremiumDec 6, 2024Expiry Date0.45Intrinsic Value100Multiplier3DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.6370Delta0.2494Gamma41.06Leverage Ratio-0.1035Theta0.0019Rho26.15Eff Leverage0.0127Vega