0.90Open0.86Pre Close1 Volume228 Open Interest2.50Strike Price90.00Turnover210.22%IV4.76%PremiumOct 18, 2024Expiry Date0.82Intrinsic Value100Multiplier15DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7597Delta0.4328Gamma1.87Leverage Ratio-0.0071Theta-0.0008Rho-1.42Eff Leverage0.0011Vega