0.04Open0.04Pre Close21 Volume158 Open Interest98.00Strike Price96.00Turnover28.34%IV3.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0330Delta0.0474Gamma4737.00Leverage Ratio-0.0200Theta0.0001Rho156.36Eff Leverage0.0040Vega