0.04Open0.06Pre Close27 Volume239 Open Interest64.00Strike Price90.00Turnover84.17%IV4.54%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0456Delta0.0519Gamma1914.86Leverage Ratio-0.2150Theta0.0000Rho-87.27Eff Leverage0.0021Vega