89.04Open86.58Pre Close1 Volume2 Open Interest105.00Strike Price8.90KTurnover951.88%IV0.05%PremiumJan 10, 2025Expiry Date88.95Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9799Delta0.0008Gamma2.17Leverage Ratio-3.3725Theta0.0012Rho2.12Eff Leverage0.0032Vega