0.45Open0.75Pre Close2 Volume187 Open Interest100.00Strike Price90.00Turnover33.41%IV4.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2007Delta0.0726Gamma227.20Leverage Ratio-0.1066Theta0.0027Rho45.59Eff Leverage0.0324Vega