0.10Open0.15Pre Close6 Volume118 Open Interest177.50Strike Price90.00Turnover8.34%IV0.03%PremiumJul 26, 2024Expiry Date0.15Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.5674Delta0.7685Gamma646.00Leverage Ratio-0.2511Theta0.0012Rho366.52Eff Leverage0.0241Vega