0.01Open0.04Pre Close90 Volume731 Open Interest4.50Strike Price90.00Turnover290.81%IV44.08%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0120Delta0.0143Gamma803.00Leverage Ratio-0.0077Theta0.0000Rho-9.66Eff Leverage0.0002Vega