0.50Open0.40Pre Close2 Volume691 Open Interest95.00Strike Price96.00Turnover41.44%IV12.19%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.0972Delta0.0157Gamma239.27Leverage Ratio-0.0412Theta-0.0060Rho-23.26Eff Leverage0.0455Vega