0.10Open0.07Pre Close20 Volume113 Open Interest84.50Strike Price90.00Turnover11.83%IV1.86%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0864Delta0.1557Gamma2075.00Leverage Ratio-0.0197Theta0.0008Rho179.28Eff Leverage0.0134Vega