0.02Open0.01Pre Close45 Volume1.29K Open Interest11.00Strike Price90.00Turnover132.23%IV19.14%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0423Delta0.0999Gamma616.67Leverage Ratio-0.0137Theta0.0000Rho26.08Eff Leverage0.0006Vega