0.07Open0.12Pre Close12 Volume432 Open Interest15.00Strike Price96.00Turnover36.33%IV6.63%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1431Delta0.2270Gamma213.07Leverage Ratio-0.0102Theta-0.0006Rho-30.48Eff Leverage0.0062Vega