0.04Open0.15Pre Close24 Volume103 Open Interest225.00Strike Price90.00Turnover68.25%IV8.61%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0114Delta0.0039Gamma6906.17Leverage Ratio-0.0300Theta0.0001Rho78.83Eff Leverage0.0034Vega