0.90Open0.85Pre Close1 Volume185 Open Interest56.00Strike Price90.00Turnover27.97%IV0.53%PremiumDec 6, 2024Expiry Date0.60Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6894Delta0.2753Gamma64.69Leverage Ratio-0.1083Theta0.0025Rho44.60Eff Leverage0.0162Vega