0.20Open0.20Pre Close2.65K Volume4.28K Open Interest26.00Strike Price89.78KTurnover22.54%IV0.58%PremiumDec 6, 2024Expiry Date0.18Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6064Delta0.6425Gamma77.07Leverage Ratio-0.0299Theta-0.0015Rho-46.73Eff Leverage0.0103Vega