0.30Open0.20Pre Close3 Volume10 Open Interest75.00Strike Price90.00Turnover29.35%IV7.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1447Delta0.0550Gamma234.03Leverage Ratio-0.0329Theta0.0040Rho33.87Eff Leverage0.0321Vega