0.03Open0.01Pre Close80 Volume493 Open Interest43.00Strike Price90.00Turnover34.66%IV3.13%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0330Delta0.0957Gamma4438.00Leverage Ratio-0.0290Theta0.0000Rho-146.25Eff Leverage0.0016Vega