0.90Open0.55Pre Close1 Volume5 Open Interest56.00Strike Price90.00Turnover100.75%IV32.14%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.1757Delta0.0244Gamma47.84Leverage Ratio-0.0637Theta0.0040Rho8.41Eff Leverage0.0272Vega