0.95Open0.85Pre Close391 Volume2.20K Open Interest62.50Strike Price90.38KTurnover42.44%IV2.74%PremiumDec 20, 2024Expiry Date0.86Intrinsic Value100Multiplier15DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type-0.5392Delta0.0745Gamma24.17Leverage Ratio-0.0667Theta-0.0132Rho-13.03Eff Leverage0.0501Vega