0.42Open0.47Pre Close2 Volume94 Open Interest23.00Strike Price90.00Turnover26.43%IV3.55%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.4233Delta0.2930Gamma53.35Leverage Ratio-0.0157Theta0.0046Rho22.59Eff Leverage0.0198Vega