0.30Open0.35Pre Close852 Volume857 Open Interest55.00Strike Price90.98KTurnover74.46%IV2.72%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier3DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.5317Delta0.1014Gamma33.42Leverage Ratio-0.2583Theta0.0025Rho17.77Eff Leverage0.0210Vega