0.45Open0.50Pre Close2 Volume223 Open Interest270.00Strike Price90.00Turnover35.38%IV8.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.0599Delta0.0066Gamma622.80Leverage Ratio-0.0945Theta-0.0049Rho-37.33Eff Leverage0.0604Vega