0.05Open0.35Pre Close13 Volume1.41K Open Interest2.50Strike Price90.00Turnover125.50%IV9.38%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier22DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5996Delta0.4876Gamma7.31Leverage Ratio-0.0072Theta0.0007Rho4.39Eff Leverage0.0024Vega