0.90Open1.00Pre Close1 Volume26 Open Interest2.50Strike Price90.00Turnover593.73%IV8.63%PremiumDec 27, 2024Expiry Date0.63Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.7616Delta0.2086Gamma3.48Leverage Ratio-0.1093Theta0.0001Rho2.65Eff Leverage0.0008Vega