0.96Open0.68Pre Close1.18K Volume10.25K Open Interest39.00Strike Price90.74KTurnover35.31%IV0.73%PremiumAug 23, 2024Expiry Date0.50Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6685Delta0.2937Gamma50.00Leverage Ratio-0.0886Theta0.0020Rho33.42Eff Leverage0.0127Vega