0.50Open0.69Pre Close2 Volume420 Open Interest34.00Strike Price90.00Turnover23.83%IV0.85%PremiumDec 6, 2024Expiry Date0.11Intrinsic Value100Multiplier4DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.5335Delta0.4552Gamma79.33Leverage Ratio-0.0459Theta0.0021Rho42.32Eff Leverage0.0146Vega