0.50Open0.40Pre Close2 Volume691 Open Interest95.00Strike Price96.00Turnover40.10%IV12.70%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.0877Delta0.0149Gamma254.80Leverage Ratio-0.0369Theta-0.0054Rho-22.35Eff Leverage0.0424Vega