0.30Open0.35Pre Close3 Volume243 Open Interest21.00Strike Price90.00Turnover61.60%IV8.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2228Delta0.1157Gamma64.91Leverage Ratio-0.0308Theta-0.0017Rho-14.46Eff Leverage0.0125Vega