0.39Open0.69Pre Close1.14K Volume179 Open Interest56.00Strike Price90.14KTurnover31.18%IV0.54%PremiumAug 9, 2024Expiry Date0.65Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6535Delta0.2641Gamma58.26Leverage Ratio-0.1138Theta-0.0022Rho-38.07Eff Leverage0.0166Vega