0.96Open0.68Pre Close1.18K Volume10.25K Open Interest39.00Strike Price90.74KTurnover36.44%IV0.73%PremiumAug 23, 2024Expiry Date0.50Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6680Delta0.2934Gamma50.00Leverage Ratio-0.0946Theta0.0019Rho33.40Eff Leverage0.0123Vega