0.90Open2.50Pre Close1 Volume66 Open Interest82.50Strike Price90.00Turnover23.34%IV3.89%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3332Delta0.0840Gamma86.79Leverage Ratio-0.0442Theta0.0138Rho28.92Eff Leverage0.0674Vega