0.90Open1.85Pre Close1 Volume33 Open Interest8.00Strike Price90.00Turnover150.73%IV0.96%PremiumOct 18, 2024Expiry Date0.82Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8908Delta0.2617Gamma10.37Leverage Ratio-0.0399Theta0.0002Rho9.24Eff Leverage0.0009Vega