0.45Open0.50Pre Close2 Volume65 Open Interest24.00Strike Price90.00Turnover110.25%IV4.91%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3915Delta0.1926Gamma46.61Leverage Ratio-0.1989Theta0.0005Rho18.25Eff Leverage0.0069Vega