0.45Open0.42Pre Close2 Volume9 Open Interest31.00Strike Price90.00Turnover24.26%IV0.32%PremiumOct 11, 2024Expiry Date0.35Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.6748Delta0.4274Gamma57.00Leverage Ratio-0.0384Theta0.0025Rho38.47Eff Leverage0.0125Vega