0.05Open0.08Pre Close12 Volume328 Open Interest24.00Strike Price90.00Turnover32.86%IV3.80%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1716Delta0.3069Gamma308.93Leverage Ratio-0.0248Theta0.0005Rho53.01Eff Leverage0.0064Vega