0.27Open0.13Pre Close4 Volume232 Open Interest86.00Strike Price96.00Turnover17.37%IV0.70%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2956Delta0.4274Gamma570.33Leverage Ratio-0.1484Theta0.0007Rho168.58Eff Leverage0.0161Vega