0.90Open1.02Pre Close1 Volume2.40K Open Interest9.00Strike Price90.00Turnover60.77%IV1.34%PremiumNov 15, 2024Expiry Date0.79Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7082Delta0.2914Gamma8.42Leverage Ratio-0.0092Theta-0.0032Rho-5.96Eff Leverage0.0067Vega