0.39Open0.69Pre Close1.14K Volume179 Open Interest56.00Strike Price90.14KTurnover31.39%IV0.67%PremiumAug 9, 2024Expiry Date0.58Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.6473Delta0.2641Gamma61.58Leverage Ratio-0.1158Theta-0.0022Rho-39.86Eff Leverage0.0167Vega