0.49Open0.52Pre Close3.47K Volume8.12K Open Interest175.00Strike Price96.74KTurnover67.22%IV7.94%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.0669Delta0.0155Gamma662.73Leverage Ratio-0.1977Theta0.0006Rho44.33Eff Leverage0.0161Vega