0.05Open0.10Pre Close12 Volume32 Open Interest190.00Strike Price90.00Turnover56.38%IV41.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0224Delta0.0024Gamma765.09Leverage Ratio-0.0185Theta0.0024Rho17.12Eff Leverage0.0210Vega