0.08Open0.30Pre Close12 Volume82 Open Interest83.50Strike Price96.00Turnover30.41%IV4.18%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0798Delta0.0664Gamma1002.81Leverage Ratio-0.0486Theta0.0005Rho80.07Eff Leverage0.0109Vega