0.90Open0.70Pre Close1 Volume7.01K Open Interest1.50Strike Price90.00Turnover424.64%IV19.25%PremiumAug 16, 2024Expiry Date0.76Intrinsic Value100Multiplier21DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5652Delta0.5153Gamma0.83Leverage Ratio-0.0070Theta-0.0006Rho-0.47Eff Leverage0.0007Vega