0.03Open0.05Pre Close30 Volume76 Open Interest212.50Strike Price90.00Turnover838.32%IV2.15%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0318Delta0.0295Gamma6935.00Leverage Ratio-114.8206Theta0.0000Rho220.68Eff Leverage0.0002Vega