3.86Open3.22Pre Close545 Volume527 Open Interest2265.00Strike Price90.01KTurnover11.36%IV0.97%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeEuropeanOptions Type0.0040Delta0.0014Gamma224314.09Leverage Ratio-0.1297Theta0.0001Rho890.83Eff Leverage0.0084Vega