0.02Open0.02Pre Close45 Volume413 Open Interest46.50Strike Price90.00Turnover86.76%IV14.73%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0504Delta0.0190Gamma454.25Leverage Ratio-0.0527Theta-0.0004Rho-22.91Eff Leverage0.0065Vega