0.03Open0.04Pre Close21 Volume203 Open Interest145.00Strike Price90.00Turnover28.65%IV3.66%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0330Delta0.0240Gamma3761.75Leverage Ratio-0.0378Theta-0.0002Rho-124.12Eff Leverage0.0079Vega