0.30Open0.35Pre Close3 Volume243 Open Interest21.00Strike Price90.00Turnover58.57%IV8.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2226Delta0.1156Gamma64.91Leverage Ratio-0.0277Theta-0.0019Rho-14.45Eff Leverage0.0131Vega