0.90Open0.60Pre Close1 Volume466 Open Interest37.50Strike Price90.00Turnover35.12%IV4.98%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.4242Delta0.1184Gamma37.52Leverage Ratio-0.0291Theta0.0096Rho15.91Eff Leverage0.0369Vega