0.45Open0.65Pre Close2 Volume436 Open Interest160.00Strike Price90.00Turnover30.28%IV12.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0487Delta0.0070Gamma604.47Leverage Ratio-0.0277Theta-0.0054Rho-29.43Eff Leverage0.0478Vega