0.05Open0.05Pre Close18 Volume97 Open Interest7.50Strike Price90.00Turnover87.63%IV16.15%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1328Delta0.2725Gamma130.00Leverage Ratio-0.0120Theta0.0002Rho17.27Eff Leverage0.0019Vega