0.08Open0.30Pre Close12 Volume82 Open Interest83.50Strike Price96.00Turnover30.76%IV4.20%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0790Delta0.0650Gamma1002.63Leverage Ratio-0.0486Theta0.0005Rho79.23Eff Leverage0.0108Vega