0.30Open0.40Pre Close3 Volume177 Open Interest7.50Strike Price90.00Turnover35.70%IV1.96%PremiumJul 19, 2024Expiry Date0.15Intrinsic Value100Multiplier13DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6371Delta0.7135Gamma25.50Leverage Ratio-0.0081Theta0.0017Rho16.25Eff Leverage0.0055Vega