0.90Open0.35Pre Close1 Volume19 Open Interest30.00Strike Price90.00Turnover140.90%IV0.07%PremiumJul 19, 2024Expiry Date0.88Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9241Delta0.2381Gamma32.36Leverage Ratio-0.5288Theta-0.0001Rho-29.90Eff Leverage0.0006Vega