0.01Open0.01Pre Close46 Volume49.32K Open Interest245.00Strike Price96.00Turnover131.58%IV7.15%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0053Delta0.0025Gamma22866.50Leverage Ratio-0.2704Theta0.0000Rho120.52Eff Leverage0.0007Vega