0.39Open0.69Pre Close1.14K Volume179 Open Interest56.00Strike Price90.14KTurnover30.78%IV0.60%PremiumAug 9, 2024Expiry Date0.62Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.6424Delta0.2708Gamma60.86Leverage Ratio-0.1144Theta-0.0021Rho-39.09Eff Leverage0.0168Vega