0.21Open0.37Pre Close4 Volume94 Open Interest5.00Strike Price90.00Turnover91.09%IV1.25%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6695Delta0.7870Gamma15.97Leverage Ratio-0.0209Theta-0.0004Rho-10.69Eff Leverage0.0018Vega