0.20Open0.17Pre Close7 Volume381 Open Interest10.00Strike Price96.00Turnover47.68%IV2.22%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3935Delta0.8782Gamma81.00Leverage Ratio-0.0301Theta-0.0003Rho-31.87Eff Leverage0.0035Vega