0.90Open1.70Pre Close1 Volume1 Open Interest10.00Strike Price90.00Turnover96.70%IV5.21%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier11DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6178Delta0.2140Gamma11.51Leverage Ratio-0.0307Theta0.0017Rho7.11Eff Leverage0.0070Vega