0.82Open1.10Pre Close728 Volume830 Open Interest30.00Strike Price90.45KTurnover108.19%IV1.86%PremiumDec 13, 2024Expiry Date0.09Intrinsic Value100Multiplier0DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.5374Delta0.3147Gamma54.71Leverage Ratio-0.4707Theta0.0002Rho29.40Eff Leverage0.0046Vega