0.30Open0.67Pre Close3 Volume71 Open Interest330.00Strike Price90.00Turnover57.61%IV3.70%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3347Delta0.0153Gamma63.07Leverage Ratio-0.7442Theta0.0170Rho21.11Eff Leverage0.1501Vega