0.45Open0.65Pre Close2 Volume19 Open Interest131.00Strike Price90.00Turnover11.68%IV1.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.2461Delta0.1040Gamma279.84Leverage Ratio-0.0310Theta-0.0110Rho-68.88Eff Leverage0.0820Vega