0.15Open0.10Pre Close6 Volume333 Open Interest16.00Strike Price90.00Turnover116.07%IV19.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1507Delta0.1140Gamma90.07Leverage Ratio-0.0381Theta0.0003Rho13.57Eff Leverage0.0041Vega