0.65Open0.60Pre Close924 Volume8.02K Open Interest12.50Strike Price89.98KTurnover86.45%IV6.67%PremiumDec 20, 2024Expiry Date0.54Intrinsic Value100Multiplier20DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.6258Delta0.1419Gamma9.66Leverage Ratio-0.0258Theta0.0038Rho6.04Eff Leverage0.0117Vega