0.95Open0.85Pre Close391 Volume2.07K Open Interest62.50Strike Price90.38KTurnover38.23%IV2.74%PremiumDec 20, 2024Expiry Date0.86Intrinsic Value100Multiplier16DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type-0.5454Delta0.0810Gamma25.95Leverage Ratio-0.0584Theta-0.0137Rho-14.15Eff Leverage0.0510Vega