0.90Open3.92Pre Close1 Volume134 Open Interest46.00Strike Price90.00Turnover88.76%IV8.57%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.2482Delta0.0566Gamma56.38Leverage Ratio-0.1512Theta-0.0020Rho-13.99Eff Leverage0.0199Vega