0.90Open0.41Pre Close1 Volume5 Open Interest19.00Strike Price90.00Turnover95.99%IV2.10%PremiumSep 20, 2024Expiry Date0.49Intrinsic Value100Multiplier2DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.6404Delta0.2373Gamma21.66Leverage Ratio-0.1275Theta0.0008Rho13.87Eff Leverage0.0061Vega