0.30Open0.45Pre Close3 Volume0 Open Interest17.50Strike Price90.00Turnover82.50%IV19.58%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2136Delta0.1084Gamma49.62Leverage Ratio-0.0228Theta0.0014Rho10.60Eff Leverage0.0095Vega