0.70Open0.60Pre Close1.53K Volume5.77K Open Interest1.00Strike Price89.69KTurnover472.13%IV3.84%PremiumNov 15, 2024Expiry Date0.59Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8714Delta0.2661Gamma2.45Leverage Ratio-0.0201Theta0.0001Rho2.13Eff Leverage0.0004Vega