0.30Open0.50Pre Close3 Volume124 Open Interest128.00Strike Price90.00Turnover22.58%IV2.13%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2363Delta0.0992Gamma295.60Leverage Ratio-0.1159Theta0.0035Rho69.85Eff Leverage0.0424Vega