0.40Open0.42Pre Close2 Volume112 Open Interest43.00Strike Price90.00Turnover21.47%IV2.30%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.2738Delta0.3778Gamma290.00Leverage Ratio-0.0461Theta-0.0010Rho-79.39Eff Leverage0.0137Vega