0.05Open0.05Pre Close18 Volume2.22K Open Interest9.50Strike Price90.00Turnover135.79%IV24.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0991Delta0.1541Gamma153.70Leverage Ratio-0.0222Theta0.0001Rho15.24Eff Leverage0.0015Vega