0.45Open0.65Pre Close2 Volume19 Open Interest131.00Strike Price90.00Turnover12.01%IV1.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2707Delta0.1064Gamma252.59Leverage Ratio-0.0334Theta-0.0121Rho-68.39Eff Leverage0.0862Vega