0.05Open0.05Pre Close20 Volume407 Open Interest5.50Strike Price96.00Turnover160.38%IV85.91%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0865Delta0.1351Gamma74.50Leverage Ratio-0.0042Theta0.0001Rho6.44Eff Leverage0.0011Vega