0.45Open0.44Pre Close2 Volume56 Open Interest2.00Strike Price90.00Turnover75.33%IV1.87%PremiumAug 16, 2024Expiry Date0.41Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8556Delta0.4845Gamma5.34Leverage Ratio-0.0024Theta0.0011Rho4.57Eff Leverage0.0014Vega