0.15Open0.15Pre Close6 Volume132 Open Interest130.00Strike Price90.00Turnover22.28%IV7.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0625Delta0.0218Gamma805.00Leverage Ratio-0.0219Theta0.0033Rho50.28Eff Leverage0.0311Vega