0.90Open1.70Pre Close1 Volume1 Open Interest10.00Strike Price90.00Turnover93.44%IV5.21%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier12DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6180Delta0.2141Gamma11.51Leverage Ratio-0.0287Theta0.0019Rho7.11Eff Leverage0.0073Vega