0.03Open0.04Pre Close21 Volume203 Open Interest145.00Strike Price90.00Turnover26.74%IV3.84%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0327Delta0.0237Gamma3768.75Leverage Ratio-0.0355Theta-0.0003Rho-123.42Eff Leverage0.0085Vega