0.58Open0.63Pre Close3.54K Volume22 Open Interest16.00Strike Price96.76KTurnover49.03%IV0.70%PremiumNov 1, 2024Expiry Date0.34Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6909Delta0.5513Gamma34.04Leverage Ratio-0.0468Theta-0.0007Rho-23.52Eff Leverage0.0046Vega