0.09Open0.04Pre Close10 Volume11 Open Interest16.50Strike Price90.00Turnover95.46%IV12.71%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0943Delta0.0861Gamma208.89Leverage Ratio-0.0361Theta-0.0002Rho-19.71Eff Leverage0.0034Vega