0.45Open0.70Pre Close2 Volume149 Open Interest34.00Strike Price90.00Turnover48.89%IV9.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2705Delta0.0942Gamma57.25Leverage Ratio-0.0317Theta0.0041Rho15.48Eff Leverage0.0238Vega