0.03Open0.05Pre Close30 Volume1.09K Open Interest9.00Strike Price90.00Turnover127.92%IV45.36%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0566Delta0.0846Gamma207.08Leverage Ratio-0.0071Theta0.0001Rho11.72Eff Leverage0.0012Vega