0.45Open0.46Pre Close2 Volume1.29K Open Interest6.00Strike Price90.00Turnover43.39%IV1.42%PremiumAug 16, 2024Expiry Date0.37Intrinsic Value100Multiplier24DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6866Delta0.5697Gamma11.85Leverage Ratio-0.0041Theta-0.0023Rho-8.14Eff Leverage0.0052Vega