0.90Open1.50Pre Close1 Volume43 Open Interest257.50Strike Price90.00Turnover31.34%IV2.55%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.1615Delta0.0402Gamma501.56Leverage Ratio-0.3605Theta-0.0022Rho-81.01Eff Leverage0.0476Vega