0.05Open0.15Pre Close42 Volume100 Open Interest10.50Strike Price90.00Turnover647.56%IV1.35%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.2166Delta1.7983Gamma519.00Leverage Ratio-11.2117Theta0.0000Rho112.40Eff Leverage0.0001Vega