0.05Open0.05Pre Close41 Volume176 Open Interest397.50Strike Price90.00Turnover46.94%IV5.09%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0082Delta0.0024Gamma16751.20Leverage Ratio-0.1137Theta-0.0001Rho-136.87Eff Leverage0.0044Vega