0.05Open0.05Pre Close41 Volume176 Open Interest397.50Strike Price90.00Turnover40.75%IV5.09%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0082Delta0.0024Gamma16751.20Leverage Ratio-0.0250Theta-0.0001Rho-136.76Eff Leverage0.0050Vega