0.15Open0.14Pre Close12 Volume537 Open Interest1.50Strike Price90.00Turnover115.18%IV6.76%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.4965Delta1.7967Gamma18.50Leverage Ratio-0.0076Theta0.0001Rho9.19Eff Leverage0.0008Vega