0.03Open0.03Pre Close30 Volume347 Open Interest13.00Strike Price90.00Turnover98.96%IV13.88%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0378Delta0.0643Gamma753.00Leverage Ratio-0.0152Theta0.0000Rho-28.48Eff Leverage0.0011Vega