0.45Open0.46Pre Close2 Volume450 Open Interest190.00Strike Price90.00Turnover46.73%IV16.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0406Delta0.0035Gamma536.12Leverage Ratio-0.0524Theta-0.0047Rho-21.78Eff Leverage0.0463Vega