0.03Open0.02Pre Close27 Volume728 Open Interest2.00Strike Price90.00Turnover70.14%IV1.74%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.4316Delta3.6899Gamma57.57Leverage Ratio-0.0116Theta0.0000Rho-24.85Eff Leverage0.0006Vega