0.90Open0.05Pre Close1 Volume6 Open Interest26.00Strike Price90.00Turnover72.87%IV2.28%PremiumSep 20, 2024Expiry Date0.30Intrinsic Value100Multiplier7DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5683Delta0.1443Gamma21.04Leverage Ratio-0.0770Theta0.0028Rho11.96Eff Leverage0.0147Vega