0.08Open0.30Pre Close12 Volume82 Open Interest83.50Strike Price96.00Turnover30.56%IV4.25%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0794Delta0.0657Gamma1002.13Leverage Ratio-0.0485Theta0.0005Rho79.56Eff Leverage0.0109Vega