0.25Open1.66Pre Close4 Volume63 Open Interest50.00Strike Price90.00Turnover65.45%IV13.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0860Delta0.0399Gamma293.67Leverage Ratio-0.0439Theta0.0007Rho25.26Eff Leverage0.0094Vega