0.12Open0.10Pre Close9 Volume226 Open Interest60.00Strike Price90.00Turnover54.39%IV22.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0228Delta0.0054Gamma856.56Leverage Ratio-0.0123Theta-0.0009Rho-19.53Eff Leverage0.0100Vega