0.04Open0.04Pre Close21 Volume158 Open Interest98.00Strike Price96.00Turnover29.01%IV3.45%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0323Delta0.0455Gamma4738.50Leverage Ratio-0.0200Theta0.0001Rho153.08Eff Leverage0.0040Vega