0.90Open0.86Pre Close1 Volume226 Open Interest2.50Strike Price90.00Turnover91.85%IV7.51%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier21DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9463Delta0.3438Gamma2.23Leverage Ratio-0.0008Theta-0.0007Rho-2.11Eff Leverage0.0004Vega