0.30Open0.10Pre Close3 Volume42 Open Interest92.00Strike Price90.00Turnover42.62%IV4.05%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1719Delta0.0769Gamma295.70Leverage Ratio-0.1508Theta0.0011Rho50.83Eff Leverage0.0198Vega