0.05Open0.11Pre Close17 Volume127 Open Interest32.50Strike Price90.00Turnover23.05%IV2.45%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1706Delta0.3121Gamma443.53Leverage Ratio-0.0246Theta-0.0006Rho-75.65Eff Leverage0.0089Vega