0.11Open0.22Pre Close9.15K Volume11.64K Open Interest16.50Strike Price90.65KTurnover70.95%IV2.96%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2354Delta0.4891Gamma169.61Leverage Ratio-0.0842Theta0.0001Rho39.92Eff Leverage0.0027Vega