0.90Open0.95Pre Close1 Volume22 Open Interest7.50Strike Price90.00Turnover55.39%IV4.61%PremiumJan 17, 2025Expiry Date0.53Intrinsic Value100Multiplier25DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.7119Delta0.2925Gamma10.36Leverage Ratio-0.0086Theta0.0034Rho7.38Eff Leverage0.0072Vega