0.90Open1.10Pre Close1 Volume6 Open Interest94.00Strike Price90.00Turnover17.43%IV0.94%PremiumNov 22, 2024Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type-0.4361Delta0.2247Gamma139.23Leverage Ratio-0.0838Theta-0.0043Rho-60.71Eff Leverage0.0397Vega