0.15Open0.15Pre Close6 Volume34 Open Interest7.50Strike Price90.00Turnover48.47%IV5.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3333Delta0.5589Gamma51.60Leverage Ratio-0.0107Theta-0.0008Rho-17.20Eff Leverage0.0049Vega