0.15Open0.10Pre Close6 Volume48 Open Interest2.50Strike Price90.00Turnover130.26%IV28.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3608Delta0.5102Gamma13.73Leverage Ratio-0.0051Theta0.0004Rho4.96Eff Leverage0.0021Vega