0.30Open0.20Pre Close5 Volume133 Open Interest115.00Strike Price90.00Turnover33.79%IV13.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0708Delta0.0165Gamma406.00Leverage Ratio-0.0269Theta0.0040Rho28.74Eff Leverage0.0329Vega