0.45Open0.45Pre Close2 Volume0 Open Interest12.50Strike Price90.00Turnover11.72%IV0.39%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8907Delta0.5196Gamma28.67Leverage Ratio-0.0029Theta0.0063Rho25.53Eff Leverage0.0057Vega