0.18Open0.12Pre Close5 Volume443 Open Interest12.50Strike Price90.00Turnover49.41%IV7.73%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.3490Delta0.2497Gamma36.22Leverage Ratio-0.0122Theta0.0025Rho12.64Eff Leverage0.0111Vega