0.15Open0.21Pre Close3 Volume18 Open Interest62.00Strike Price90.00Turnover10.75%IV1.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3815Delta0.3087Gamma189.29Leverage Ratio-0.0216Theta0.0081Rho72.22Eff Leverage0.0438Vega