0.30Open0.35Pre Close3 Volume243 Open Interest21.00Strike Price90.00Turnover63.64%IV8.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2229Delta0.1158Gamma64.91Leverage Ratio-0.0329Theta-0.0016Rho-14.47Eff Leverage0.0121Vega