0.96Open1.44Pre Close1 Volume146 Open Interest90.00Strike Price96.00Turnover45.01%IV1.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type-0.3843Delta0.1309Gamma113.49Leverage Ratio-0.3461Theta-0.0017Rho-43.61Eff Leverage0.0248Vega