0.08Open0.20Pre Close7 Volume143 Open Interest155.00Strike Price90.00Turnover46.96%IV3.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1037Delta0.0450Gamma800.65Leverage Ratio-0.2000Theta-0.0005Rho-83.01Eff Leverage0.0154Vega