0.90Open0.70Pre Close1 Volume2.01K Open Interest14.00Strike Price90.00Turnover48.08%IV2.89%PremiumAug 16, 2024Expiry Date0.51Intrinsic Value100Multiplier21DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6050Delta0.2487Gamma14.99Leverage Ratio-0.0131Theta-0.0045Rho-9.07Eff Leverage0.0125Vega