0.05Open0.05Pre Close18 Volume958 Open Interest7.50Strike Price90.00Turnover154.17%IV27.88%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0508Delta0.0483Gamma206.60Leverage Ratio-0.0158Theta-0.0001Rho-10.50Eff Leverage0.0015Vega