0.03Open0.04Pre Close30 Volume45 Open Interest108.00Strike Price90.00Turnover91.46%IV19.87%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0427Delta0.0098Gamma383.49Leverage Ratio-0.0798Theta0.0005Rho16.37Eff Leverage0.0092Vega