0.90Open0.92Pre Close1 Volume400 Open Interest220.00Strike Price90.00Turnover20.58%IV3.80%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.1680Delta0.0286Gamma284.70Leverage Ratio-0.0814Theta-0.0122Rho-47.82Eff Leverage0.1070Vega