0.01Open0.02Pre Close90 Volume130 Open Interest32.50Strike Price90.00Turnover68.46%IV12.80%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0209Delta0.0198Gamma1863.00Leverage Ratio-0.0137Theta-0.0001Rho-38.87Eff Leverage0.0019Vega