0.20Open0.31Pre Close5 Volume102 Open Interest8.00Strike Price90.00Turnover106.09%IV3.92%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.3362Delta0.8364Gamma81.70Leverage Ratio-0.0876Theta-0.0001Rho-27.47Eff Leverage0.0015Vega