0.10Open0.16Pre Close9 Volume4 Open Interest22.50Strike Price90.00Turnover33.04%IV3.53%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1648Delta0.2941Gamma309.60Leverage Ratio-0.0234Theta-0.0004Rho-51.04Eff Leverage0.0063Vega