0.05Open0.03Pre Close18 Volume630 Open Interest9.50Strike Price90.00Turnover81.26%IV8.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1524Delta0.3613Gamma175.45Leverage Ratio-0.0246Theta0.0001Rho26.74Eff Leverage0.0019Vega