0.18Open0.28Pre Close5 Volume15 Open Interest10.00Strike Price90.00Turnover51.07%IV1.16%PremiumDec 27, 2024Expiry Date0.07Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5815Delta1.3555Gamma66.23Leverage Ratio-0.0654Theta-0.0002Rho-38.51Eff Leverage0.0022Vega