0.90Open0.28Pre Close1 Volume2 Open Interest38.00Strike Price90.00Turnover84.21%IV2.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.4432Delta0.1517Gamma42.42Leverage Ratio-0.2420Theta-0.0011Rho-18.80Eff Leverage0.0122Vega