0.30Open0.41Pre Close3 Volume12 Open Interest42.00Strike Price90.00Turnover32.57%IV6.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2247Delta0.1074Gamma113.09Leverage Ratio-0.0256Theta0.0040Rho25.41Eff Leverage0.0257Vega