0.15Open0.10Pre Close6 Volume445 Open Interest62.50Strike Price90.00Turnover73.48%IV7.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1027Delta0.0570Gamma388.53Leverage Ratio-0.1215Theta0.0003Rho39.89Eff Leverage0.0076Vega