0.20Open0.18Pre Close4 Volume673 Open Interest46.00Strike Price90.00Turnover40.81%IV9.95%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1402Delta0.0684Gamma187.16Leverage Ratio-0.0283Theta0.0020Rho26.24Eff Leverage0.0178Vega