0.96Open0.88Pre Close1 Volume29 Open Interest17.50Strike Price96.00Turnover66.13%IV1.43%PremiumNov 15, 2024Expiry Date0.70Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8783Delta0.3244Gamma24.59Leverage Ratio-0.0656Theta0.0004Rho21.60Eff Leverage0.0019Vega