0.04Open0.08Pre Close20 Volume225 Open Interest12.00Strike Price90.00Turnover64.33%IV29.85%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0764Delta0.0924Gamma185.60Leverage Ratio-0.0045Theta0.0004Rho14.18Eff Leverage0.0035Vega