0.04Open0.10Pre Close23 Volume204 Open Interest72.00Strike Price90.00Turnover30.10%IV3.83%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0376Delta0.0498Gamma2993.60Leverage Ratio-0.0229Theta-0.0001Rho-112.63Eff Leverage0.0045Vega