0.90Open0.85Pre Close1 Volume219 Open Interest6.50Strike Price90.00Turnover92.76%IV1.75%PremiumDec 6, 2024Expiry Date0.80Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8994Delta0.3168Gamma6.91Leverage Ratio-0.0106Theta-0.0005Rho-6.21Eff Leverage0.0011Vega