0.15Open0.08Pre Close7 Volume2.49K Open Interest72.50Strike Price90.00Turnover47.27%IV21.58%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0239Delta0.0098Gamma1193.50Leverage Ratio-0.0102Theta0.0006Rho28.58Eff Leverage0.0068Vega