0.90Open1.70Pre Close1 Volume18 Open Interest30.00Strike Price90.00Turnover62.17%IV2.09%PremiumJan 17, 2025Expiry Date0.28Intrinsic Value100Multiplier11DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type-0.5093Delta0.1256Gamma21.23Leverage Ratio-0.0582Theta-0.0045Rho-10.81Eff Leverage0.0204Vega