0.45Open0.65Pre Close2 Volume19 Open Interest131.00Strike Price90.00Turnover11.13%IV1.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2336Delta0.1061Gamma295.18Leverage Ratio-0.0287Theta-0.0104Rho-68.94Eff Leverage0.0796Vega