0.75Open0.01Pre Close2 Volume17 Open Interest200.00Strike Price96.00Turnover26.84%IV13.16%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0492Delta0.0081Gamma707.68Leverage Ratio-0.0256Theta0.0059Rho34.78Eff Leverage0.0475Vega