0.90Open0.95Pre Close1 Volume31 Open Interest75.00Strike Price90.00Turnover20.09%IV0.75%PremiumDec 20, 2024Expiry Date0.34Intrinsic Value100Multiplier5DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.5588Delta0.2138Gamma82.96Leverage Ratio-0.0639Theta-0.0057Rho-46.35Eff Leverage0.0365Vega