0.45Open0.65Pre Close2 Volume19 Open Interest131.00Strike Price90.00Turnover11.96%IV1.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2622Delta0.1052Gamma332.19Leverage Ratio-0.0329Theta-0.0117Rho-87.09Eff Leverage0.0846Vega