0.90Open0.90Pre Close1 Volume376 Open Interest95.00Strike Price90.00Turnover38.42%IV3.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3608Delta0.0761Gamma79.17Leverage Ratio-0.1413Theta0.0061Rho28.57Eff Leverage0.0479Vega