0.90Open1.66Pre Close1 Volume13 Open Interest52.50Strike Price90.00Turnover99.05%IV18.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.1124Delta0.0361Gamma164.36Leverage Ratio-0.0957Theta0.0007Rho18.47Eff Leverage0.0102Vega