0.01Open0.01Pre Close46 Volume49.32K Open Interest245.00Strike Price96.00Turnover123.20%IV7.03%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0053Delta0.0026Gamma22891.00Leverage Ratio-0.2425Theta0.0000Rho121.90Eff Leverage0.0007Vega