0.04Open0.03Pre Close24 Volume1.15K Open Interest12.50Strike Price96.00Turnover32.37%IV12.77%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0945Delta0.1800Gamma278.00Leverage Ratio-0.0033Theta0.0007Rho26.28Eff Leverage0.0049Vega