0.90Open1.04Pre Close1 Volume69 Open Interest250.00Strike Price90.00Turnover18.64%IV5.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.1037Delta0.0195Gamma527.53Leverage Ratio-0.0544Theta0.0105Rho54.71Eff Leverage0.0893Vega