0.04Open0.04Pre Close21 Volume158 Open Interest98.00Strike Price96.00Turnover30.77%IV3.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0305Delta0.0407Gamma2363.00Leverage Ratio-0.0200Theta0.0001Rho72.14Eff Leverage0.0038Vega