0.46Open0.49Pre Close2 Volume2.80K Open Interest80.00Strike Price96.00Turnover29.12%IV7.15%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1528Delta0.0388Gamma171.24Leverage Ratio-0.0316Theta-0.0073Rho-26.16Eff Leverage0.0493Vega