0.45Open1.05Pre Close2 Volume46 Open Interest58.00Strike Price90.00Turnover25.02%IV1.26%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4035Delta0.3687Gamma192.40Leverage Ratio-0.1250Theta0.0012Rho77.64Eff Leverage0.0163Vega