0.90Open1.68Pre Close1 Volume371 Open Interest34.00Strike Price90.00Turnover59.81%IV3.79%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.4194Delta0.2319Gamma61.14Leverage Ratio-0.1448Theta0.0010Rho25.64Eff Leverage0.0110Vega