0.45Open0.41Pre Close2 Volume113 Open Interest42.00Strike Price90.00Turnover11.19%IV0.84%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4998Delta0.3496Gamma88.21Leverage Ratio-0.0081Theta-0.0106Rho-44.09Eff Leverage0.0420Vega