0.03Open0.04Pre Close30 Volume45 Open Interest108.00Strike Price90.00Turnover98.12%IV20.30%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0576Delta0.0116Gamma382.13Leverage Ratio-0.1121Theta0.0006Rho22.01Eff Leverage0.0117Vega