0.90Open1.10Pre Close1 Volume7.02K Open Interest20.00Strike Price90.00Turnover39.43%IV2.25%PremiumNov 15, 2024Expiry Date0.46Intrinsic Value100Multiplier19DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.5744Delta0.2208Gamma20.57Leverage Ratio-0.0167Theta-0.0056Rho-11.81Eff Leverage0.0178Vega