0.30Open0.20Pre Close3 Volume11 Open Interest75.00Strike Price90.00Turnover29.79%IV7.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1447Delta0.0549Gamma234.03Leverage Ratio-0.0339Theta0.0039Rho33.86Eff Leverage0.0316Vega