0.03Open0.03Pre Close30 Volume11.07K Open Interest8.00Strike Price90.00Turnover4310.65%IV11.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1107Delta0.3260Gamma241.00Leverage Ratio-42.6600Theta0.0000Rho26.68Eff Leverage0.0000Vega