0.51Open0.01Pre Close2 Volume197 Open Interest585.00Strike Price96.00Turnover1224.16%IV4.20%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0607Delta0.0071Gamma1356.00Leverage Ratio-521.8167Theta0.0000Rho-82.34Eff Leverage0.0017Vega