0.05Open0.15Pre Close42 Volume100 Open Interest10.50Strike Price90.00Turnover730.09%IV1.35%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.2130Delta1.7424Gamma519.00Leverage Ratio-13.7878Theta0.0000Rho110.53Eff Leverage0.0001Vega