0.09Open0.10Pre Close10 Volume117 Open Interest195.00Strike Price90.00Turnover54.50%IV10.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0175Delta0.0037Gamma2915.07Leverage Ratio-0.0536Theta-0.0003Rho-50.92Eff Leverage0.0092Vega