0.15Open0.05Pre Close6 Volume646 Open Interest115.00Strike Price90.00Turnover65.95%IV17.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0423Delta0.0100Gamma650.73Leverage Ratio-0.0525Theta0.0008Rho27.49Eff Leverage0.0123Vega