0.40Open0.25Pre Close3 Volume352 Open Interest40.00Strike Price90.00Turnover17.87%IV3.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3121Delta0.1847Gamma103.65Leverage Ratio-0.0137Theta0.0089Rho32.35Eff Leverage0.0379Vega