0.90Open0.85Pre Close1 Volume185 Open Interest56.00Strike Price90.00Turnover22.18%IV0.47%PremiumDec 6, 2024Expiry Date0.64Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.7305Delta0.2896Gamma64.73Leverage Ratio-0.0713Theta0.0033Rho47.28Eff Leverage0.0170Vega