0.65Open0.67Pre Close1.85K Volume1.56K Open Interest23.00Strike Price89.85KTurnover66.55%IV3.72%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3902Delta0.2225Gamma44.94Leverage Ratio-0.0770Theta-0.0011Rho-17.54Eff Leverage0.0099Vega