0.05Open0.04Pre Close15 Volume172 Open Interest9.50Strike Price90.00Turnover156.72%IV12.82%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1155Delta0.1540Gamma144.53Leverage Ratio-0.0556Theta-0.0001Rho-16.70Eff Leverage0.0016Vega