0.90Open0.84Pre Close1 Volume1.25K Open Interest18.00Strike Price90.00Turnover44.05%IV0.52%PremiumJan 17, 2025Expiry Date0.81Intrinsic Value100Multiplier20DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6469Delta0.2116Gamma14.63Leverage Ratio-0.0153Theta-0.0057Rho-9.46Eff Leverage0.0150Vega