0.90Open0.98Pre Close1 Volume80 Open Interest15.00Strike Price90.00Turnover60.53%IV2.76%PremiumAug 16, 2024Expiry Date0.50Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.5499Delta0.1784Gamma12.61Leverage Ratio-0.0177Theta-0.0051Rho-6.93Eff Leverage0.0146Vega