0.05Open0.07Pre Close18 Volume215 Open Interest95.00Strike Price90.00Turnover101.53%IV18.09%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0131Delta0.0032Gamma2318.40Leverage Ratio-0.0409Theta-0.0001Rho-30.36Eff Leverage0.0035Vega