0.20Open0.17Pre Close5 Volume221 Open Interest32.00Strike Price90.00Turnover72.70%IV24.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0568Delta0.0149Gamma210.08Leverage Ratio-0.0184Theta-0.0015Rho-11.94Eff Leverage0.0120Vega