0.03Open0.06Pre Close30 Volume51 Open Interest12.00Strike Price90.00Turnover50.36%IV2.64%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1691Delta0.7675Gamma409.83Leverage Ratio-0.0300Theta-0.0001Rho-69.30Eff Leverage0.0016Vega