0.14Open0.15Pre Close5.12K Volume15.74K Open Interest11.00Strike Price90.34KTurnover31.14%IV0.46%PremiumDec 6, 2024Expiry Date0.18Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7252Delta1.1668Gamma48.09Leverage Ratio-0.0183Theta-0.0005Rho-34.87Eff Leverage0.0031Vega