0.42Open0.47Pre Close2 Volume94 Open Interest23.00Strike Price90.00Turnover26.54%IV3.60%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.4223Delta0.2917Gamma53.33Leverage Ratio-0.0157Theta0.0046Rho22.52Eff Leverage0.0198Vega