2.65Open2.18Pre Close307 Volume465 Open Interest40.00Strike Price90.14KTurnover47.96%IV0.59%PremiumAug 16, 2024Expiry Date2.75Intrinsic Value100Multiplier22DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6987Delta0.0801Gamma10.80Leverage Ratio-0.0310Theta-0.0146Rho-7.54Eff Leverage0.0322Vega