0.45Open0.65Pre Close2 Volume19 Open Interest131.00Strike Price90.00Turnover12.29%IV1.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2465Delta0.0988Gamma265.70Leverage Ratio-0.0328Theta-0.0111Rho-65.49Eff Leverage0.0821Vega