0.12Open0.14Pre Close9 Volume269 Open Interest31.00Strike Price90.00Turnover146.28%IV32.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0479Delta0.0267Gamma335.43Leverage Ratio-0.0375Theta0.0001Rho16.06Eff Leverage0.0025Vega