0.18Open0.30Pre Close4 Volume47 Open Interest0.50Strike Price90.00Turnover295.65%IV20.48%PremiumAug 16, 2024Expiry Date0.09Intrinsic Value100Multiplier21DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.4567Delta1.3205Gamma2.37Leverage Ratio-0.0027Theta-0.0002Rho-1.08Eff Leverage0.0004Vega