0.90Open0.97Pre Close1 Volume443 Open Interest24.00Strike Price90.00Turnover41.58%IV4.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.4812Delta0.2200Gamma36.63Leverage Ratio-0.0314Theta0.0036Rho17.62Eff Leverage0.0174Vega