0.30Open0.41Pre Close3 Volume12 Open Interest42.00Strike Price90.00Turnover32.68%IV6.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2242Delta0.1069Gamma113.14Leverage Ratio-0.0257Theta0.0040Rho25.37Eff Leverage0.0256Vega