0.05Open0.75Pre Close18 Volume23 Open Interest140.00Strike Price90.00Turnover76.24%IV13.32%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0191Delta0.0064Gamma2471.80Leverage Ratio-0.0463Theta0.0001Rho47.22Eff Leverage0.0045Vega