0.03Open0.04Pre Close21 Volume203 Open Interest145.00Strike Price90.00Turnover27.05%IV3.73%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0325Delta0.0233Gamma3764.49Leverage Ratio-0.0356Theta-0.0003Rho-122.38Eff Leverage0.0084Vega