0.15Open0.29Pre Close6 Volume17 Open Interest96.00Strike Price90.00Turnover29.24%IV3.60%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1192Delta0.0768Gamma618.73Leverage Ratio-0.0747Theta0.0010Rho73.74Eff Leverage0.0176Vega