0.08Open0.30Pre Close12 Volume82 Open Interest83.50Strike Price96.00Turnover30.71%IV4.23%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0791Delta0.0652Gamma1002.38Leverage Ratio-0.0485Theta0.0005Rho79.28Eff Leverage0.0109Vega