0.03Open0.08Pre Close30 Volume1.78K Open Interest9.50Strike Price90.00Turnover2245.59%IV5.65%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1434Delta0.5429Gamma300.67Leverage Ratio-30.4373Theta0.0000Rho43.12Eff Leverage0.0000Vega