0.30Open0.20Pre Close3 Volume33 Open Interest32.50Strike Price90.00Turnover23.68%IV3.90%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3225Delta0.2093Gamma90.20Leverage Ratio-0.0175Theta0.0052Rho29.09Eff Leverage0.0260Vega