0.03Open0.02Pre Close27 Volume728 Open Interest2.00Strike Price90.00Turnover53.40%IV1.74%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.4161Delta4.8149Gamma67.17Leverage Ratio-0.0087Theta0.0000Rho-27.95Eff Leverage0.0006Vega