0.90Open1.70Pre Close1 Volume1 Open Interest10.00Strike Price90.00Turnover92.80%IV5.21%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier12DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6181Delta0.2142Gamma11.51Leverage Ratio-0.0283Theta0.0019Rho7.11Eff Leverage0.0073Vega