0.01Open0.01Pre Close96 Volume9.46K Open Interest5.00Strike Price96.00Turnover184.74%IV23.70%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0501Delta0.2066Gamma405.00Leverage Ratio-0.0097Theta0.0000Rho20.29Eff Leverage0.0003Vega