0.73Open0.80Pre Close1.76K Volume1.32K Open Interest8.50Strike Price96.61KTurnover116.10%IV0.80%PremiumNov 15, 2024Expiry Date0.25Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.6591Delta0.5325Gamma21.08Leverage Ratio-0.0893Theta0.0002Rho13.90Eff Leverage0.0022Vega