0.04Open0.07Pre Close26 Volume6.50K Open Interest280.00Strike Price90.00Turnover52.79%IV12.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0020Gamma7141.71Leverage Ratio-0.0303Theta0.0002Rho64.01Eff Leverage0.0054Vega