0.07Open0.05Pre Close15 Volume272 Open Interest24.00Strike Price90.00Turnover61.80%IV7.10%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0694Delta0.1043Gamma644.75Leverage Ratio-0.0301Theta-0.0001Rho-44.75Eff Leverage0.0028Vega