0.39Open0.69Pre Close1.14K Volume179 Open Interest56.00Strike Price90.14KTurnover31.96%IV0.66%PremiumAug 9, 2024Expiry Date0.58Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.6369Delta0.2620Gamma61.92Leverage Ratio-0.1199Theta-0.0021Rho-39.43Eff Leverage0.0169Vega