0.45Open0.75Pre Close2 Volume120 Open Interest6.00Strike Price90.00Turnover78.41%IV1.60%PremiumOct 18, 2024Expiry Date0.36Intrinsic Value100Multiplier13DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6289Delta0.4494Gamma10.25Leverage Ratio-0.0117Theta-0.0013Rho-6.45Eff Leverage0.0041Vega