0.15Open0.55Pre Close6 Volume179 Open Interest27.00Strike Price89.00Turnover192.11%IV30.89%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0397Delta0.0099Gamma259.00Leverage Ratio-0.0683Theta-0.0002Rho-10.28Eff Leverage0.0038Vega