0.90Open1.70Pre Close1 Volume1 Open Interest10.00Strike Price90.00Turnover94.61%IV5.21%PremiumDec 20, 2024Expiry Date0.36Intrinsic Value100Multiplier12DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6179Delta0.2141Gamma11.51Leverage Ratio-0.0294Theta0.0018Rho7.11Eff Leverage0.0072Vega