0.45Open1.05Pre Close2 Volume46 Open Interest58.00Strike Price90.00Turnover24.75%IV1.26%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4036Delta0.3688Gamma192.40Leverage Ratio-0.1220Theta0.0012Rho77.65Eff Leverage0.0164Vega