0.05Open0.03Pre Close18 Volume630 Open Interest9.50Strike Price90.00Turnover90.88%IV9.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1460Delta0.3323Gamma174.20Leverage Ratio-0.0275Theta0.0001Rho25.43Eff Leverage0.0017Vega