0.06Open0.05Pre Close12 Volume517 Open Interest75.00Strike Price90.00Turnover55.97%IV13.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0667Delta0.0244Gamma441.73Leverage Ratio-0.0441Theta0.0009Rho29.45Eff Leverage0.0122Vega