0.90Open0.80Pre Close1 Volume363 Open Interest10.00Strike Price90.00Turnover42.53%IV3.46%PremiumJan 17, 2025Expiry Date0.54Intrinsic Value100Multiplier15DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.7496Delta0.3496Gamma15.05Leverage Ratio-0.0106Theta0.0030Rho11.28Eff Leverage0.0068Vega