0.25Open0.30Pre Close4 Volume44 Open Interest5.00Strike Price90.00Turnover106.12%IV12.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3771Delta0.4504Gamma23.20Leverage Ratio-0.0154Theta0.0005Rho8.75Eff Leverage0.0030Vega