0.03Open0.04Pre Close30 Volume1.99K Open Interest19.00Strike Price90.00Turnover657.49%IV11.29%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0620Delta0.1066Gamma570.00Leverage Ratio-1.7741Theta0.0000Rho35.34Eff Leverage0.0002Vega