0.30Open0.20Pre Close3 Volume33 Open Interest32.50Strike Price90.00Turnover23.51%IV3.90%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3226Delta0.2094Gamma90.20Leverage Ratio-0.0172Theta0.0052Rho29.10Eff Leverage0.0261Vega