0.90Open1.50Pre Close1 Volume43 Open Interest257.50Strike Price90.00Turnover30.71%IV2.55%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.1615Delta0.0401Gamma501.56Leverage Ratio-0.3468Theta-0.0023Rho-80.98Eff Leverage0.0486Vega