0.90Open0.95Pre Close1 Volume42 Open Interest195.00Strike Price90.00Turnover19.54%IV7.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.1190Delta0.0207Gamma331.64Leverage Ratio-0.0382Theta0.0154Rho39.47Eff Leverage0.0979Vega