0.45Open0.65Pre Close2 Volume19 Open Interest131.00Strike Price90.00Turnover11.90%IV1.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2727Delta0.1078Gamma252.74Leverage Ratio-0.0332Theta-0.0122Rho-68.93Eff Leverage0.0864Vega