0.45Open0.58Pre Close2 Volume2.08K Open Interest7.50Strike Price90.00Turnover39.68%IV0.25%PremiumDec 20, 2024Expiry Date0.43Intrinsic Value100Multiplier18DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7585Delta0.4468Gamma14.42Leverage Ratio-0.0068Theta0.0027Rho10.94Eff Leverage0.0055Vega