0.45Open0.65Pre Close2 Volume19 Open Interest131.00Strike Price90.00Turnover11.98%IV1.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2713Delta0.1068Gamma252.74Leverage Ratio-0.0334Theta-0.0121Rho-68.57Eff Leverage0.0862Vega