0.90Open4.30Pre Close1 Volume30 Open Interest60.00Strike Price90.00Turnover53.96%IV0.79%PremiumSep 20, 2024Expiry Date0.43Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5694Delta0.2137Gamma58.12Leverage Ratio-0.4154Theta-0.0011Rho-33.09Eff Leverage0.0134Vega