0.90Open1.12Pre Close1 Volume44 Open Interest39.00Strike Price90.00Turnover30.58%IV2.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.4358Delta0.1441Gamma42.45Leverage Ratio-0.0268Theta-0.0083Rho-18.50Eff Leverage0.0354Vega