0.10Open0.10Pre Close9 Volume521 Open Interest89.50Strike Price90.00Turnover59.30%IV29.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0299Delta0.0075Gamma692.80Leverage Ratio-0.0169Theta0.0010Rho20.72Eff Leverage0.0103Vega