0.12Open0.15Pre Close8 Volume14.36K Open Interest8.00Strike Price96.00Turnover56.39%IV14.04%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2298Delta0.3033Gamma56.96Leverage Ratio-0.0069Theta0.0009Rho13.09Eff Leverage0.0054Vega