0.25Open0.16Pre Close11.32K Volume2.43K Open Interest31.50Strike Price90.76KTurnover60.47%IV0.51%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.1415Delta1.6126Gamma3135.00Leverage Ratio-0.7902Theta0.0000Rho443.57Eff Leverage0.0005Vega