0.89Open0.64Pre Close1 Volume117 Open Interest61.00Strike Price89.00Turnover14.70%IV0.18%PremiumSep 20, 2024Expiry Date0.78Intrinsic Value100Multiplier5DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7725Delta0.2681Gamma63.36Leverage Ratio-0.0372Theta0.0072Rho48.95Eff Leverage0.0231Vega