0.20Open0.16Pre Close4 Volume699 Open Interest11.00Strike Price90.00Turnover109.36%IV6.94%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3554Delta0.3387Gamma46.76Leverage Ratio-0.0661Theta0.0003Rho16.62Eff Leverage0.0037Vega