0.45Open0.45Pre Close2 Volume3 Open Interest1.50Strike Price90.00Turnover190.22%IV10.17%PremiumDec 20, 2024Expiry Date0.27Intrinsic Value100Multiplier21DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.7247Delta0.4148Gamma3.93Leverage Ratio-0.0066Theta0.0005Rho2.85Eff Leverage0.0014Vega