0.04Open0.04Pre Close21 Volume158 Open Interest98.00Strike Price96.00Turnover30.61%IV3.46%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0308Delta0.0414Gamma4738.25Leverage Ratio-0.0200Theta0.0001Rho146.08Eff Leverage0.0038Vega