0.09Open0.10Pre Close10 Volume117 Open Interest195.00Strike Price90.00Turnover55.10%IV10.64%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0175Delta0.0037Gamma2908.20Leverage Ratio-0.0544Theta-0.0003Rho-50.80Eff Leverage0.0091Vega