0.45Open0.60Pre Close2 Volume150 Open Interest30.00Strike Price90.00Turnover66.68%IV5.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3261Delta0.1642Gamma64.20Leverage Ratio-0.0881Theta0.0012Rho20.93Eff Leverage0.0119Vega