0.10Open0.07Pre Close20 Volume113 Open Interest84.50Strike Price90.00Turnover11.93%IV1.86%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0864Delta0.1556Gamma2075.00Leverage Ratio-0.0200Theta0.0007Rho179.24Eff Leverage0.0133Vega