0.90Open1.03Pre Close1 Volume8 Open Interest10.00Strike Price90.00Turnover320.47%IV59.53%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.0766Delta0.0081Gamma28.11Leverage Ratio-0.0577Theta-0.0014Rho-2.15Eff Leverage0.0080Vega