0.30Open0.57Pre Close3 Volume142 Open Interest8.00Strike Price90.00Turnover42.51%IV3.02%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier21DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5000Delta0.4877Gamma22.69Leverage Ratio-0.0072Theta-0.0022Rho-11.34Eff Leverage0.0077Vega