0.45Open0.48Pre Close2 Volume69 Open Interest3.00Strike Price90.00Turnover110.49%IV11.15%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier29DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.4913Delta0.4488Gamma6.75Leverage Ratio-0.0060Theta-0.0013Rho-3.32Eff Leverage0.0032Vega