0.03Open0.04Pre Close30 Volume1.24K Open Interest94.00Strike Price90.00Turnover16.47%IV3.19%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0402Delta0.0473Gamma3235.67Leverage Ratio-0.0143Theta-0.0005Rho-130.14Eff Leverage0.0096Vega