0.90Open0.85Pre Close1 Volume3 Open Interest16.00Strike Price90.00Turnover43.48%IV2.27%PremiumOct 18, 2024Expiry Date0.55Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.6176Delta0.2729Gamma18.18Leverage Ratio-0.0158Theta-0.0039Rho-11.23Eff Leverage0.0124Vega