0.30Open0.41Pre Close3 Volume12 Open Interest42.00Strike Price90.00Turnover32.50%IV6.93%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2250Delta0.1076Gamma113.03Leverage Ratio-0.0256Theta0.0040Rho25.43Eff Leverage0.0257Vega