0.90Open0.78Pre Close1 Volume46 Open Interest20.50Strike Price90.00Turnover9246.15%IV0.20%PremiumJan 3, 2025Expiry Date0.86Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6730Delta0.2109Gamma17.23Leverage Ratio-971.2582Theta0.0000Rho-11.60Eff Leverage0.0001Vega