0.04Open0.03Pre Close35 Volume696 Open Interest14.50Strike Price96.00Turnover50.17%IV7.47%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0363Delta0.1166Gamma1566.00Leverage Ratio-0.0076Theta0.0000Rho-56.79Eff Leverage0.0011Vega