0.45Open1.30Pre Close2 Volume404 Open Interest277.50Strike Price90.00Turnover63.86%IV2.88%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1273Delta0.0297Gamma633.96Leverage Ratio-1.3356Theta-0.0005Rho-80.69Eff Leverage0.0229Vega