0.45Open0.45Pre Close2 Volume0 Open Interest12.50Strike Price90.00Turnover12.79%IV0.39%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8806Delta0.5330Gamma28.67Leverage Ratio-0.0033Theta0.0056Rho25.24Eff Leverage0.0058Vega