0.45Open0.49Pre Close2 Volume236 Open Interest97.50Strike Price90.00Turnover31.02%IV9.58%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0973Delta0.0204Gamma268.33Leverage Ratio-0.0295Theta-0.0062Rho-26.10Eff Leverage0.0468Vega