0.04Open0.04Pre Close21 Volume158 Open Interest98.00Strike Price96.00Turnover36.55%IV3.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0481Delta0.0496Gamma2365.00Leverage Ratio-0.0400Theta0.0002Rho113.87Eff Leverage0.0055Vega