0.08Open0.30Pre Close12 Volume82 Open Interest83.50Strike Price96.00Turnover30.07%IV4.18%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0797Delta0.0662Gamma1002.88Leverage Ratio-0.0475Theta0.0005Rho79.93Eff Leverage0.0110Vega