0.50Open0.40Pre Close2 Volume691 Open Interest95.00Strike Price96.00Turnover41.69%IV12.16%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.0966Delta0.0155Gamma239.18Leverage Ratio-0.0413Theta-0.0060Rho-23.10Eff Leverage0.0454Vega