0.04Open0.07Pre Close26 Volume6.50K Open Interest280.00Strike Price90.00Turnover55.85%IV12.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0020Gamma7141.71Leverage Ratio-0.0318Theta0.0002Rho64.00Eff Leverage0.0051Vega