0.10Open0.05Pre Close11 Volume288 Open Interest12.50Strike Price90.00Turnover57.90%IV15.10%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1291Delta0.1727Gamma145.73Leverage Ratio-0.0096Theta0.0005Rho18.81Eff Leverage0.0044Vega