0.30Open0.30Pre Close3 Volume1.40K Open Interest6.00Strike Price90.00Turnover26.32%IV2.77%PremiumAug 16, 2024Expiry Date0.13Intrinsic Value100Multiplier24DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6558Delta0.8858Gamma24.52Leverage Ratio-0.0037Theta0.0025Rho16.08Eff Leverage0.0058Vega