0.90Open2.29Pre Close1 Volume32 Open Interest420.00Strike Price90.00Turnover202.60%IV0.04%PremiumJan 17, 2025Expiry Date0.74Intrinsic Value100Multiplier-3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6375Delta0.2503Gamma465.84Leverage Ratio-253.2908Theta0.0000Rho-296.97Eff Leverage0.0028Vega