0.09Open0.15Pre Close10 Volume268 Open Interest1.50Strike Price90.00Turnover140.71%IV0.63%PremiumDec 20, 2024Expiry Date0.08Intrinsic Value100Multiplier5DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.6531Delta1.3703Gamma10.53Leverage Ratio-0.0098Theta0.0001Rho6.88Eff Leverage0.0007Vega