0.30Open0.20Pre Close3 Volume33 Open Interest32.50Strike Price90.00Turnover23.73%IV3.90%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3224Delta0.2092Gamma90.20Leverage Ratio-0.0175Theta0.0051Rho29.08Eff Leverage0.0259Vega