0.30Open0.45Pre Close3 Volume377 Open Interest200.00Strike Price90.00Turnover29.95%IV11.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0373Delta0.0050Gamma905.00Leverage Ratio-0.0299Theta-0.0044Rho-33.79Eff Leverage0.0443Vega