0.90Open3.50Pre Close1 Volume2 Open Interest197.50Strike Price90.00Turnover26.10%IV0.64%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.4636Delta0.1214Gamma171.43Leverage Ratio-0.5689Theta0.0037Rho79.47Eff Leverage0.0498Vega