0.15Open0.16Pre Close6 Volume476 Open Interest195.00Strike Price96.00Turnover96.29%IV15.23%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0366Delta0.0063Gamma1254.44Leverage Ratio-0.1592Theta0.0004Rho45.94Eff Leverage0.0105Vega