0.03Open0.04Pre Close30 Volume45 Open Interest108.00Strike Price90.00Turnover98.49%IV20.48%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0575Delta0.0115Gamma381.57Leverage Ratio-0.1122Theta0.0006Rho21.93Eff Leverage0.0117Vega