2.65Open2.18Pre Close307 Volume639 Open Interest40.00Strike Price90.14KTurnover47.49%IV0.59%PremiumAug 16, 2024Expiry Date2.75Intrinsic Value100Multiplier23DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6984Delta0.0801Gamma10.80Leverage Ratio-0.0303Theta-0.0149Rho-7.54Eff Leverage0.0326Vega