0.18Open0.27Pre Close5 Volume166 Open Interest19.00Strike Price90.00Turnover31.50%IV0.80%PremiumJan 17, 2025Expiry Date0.03Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5434Delta0.7094Gamma95.14Leverage Ratio-0.0394Theta0.0009Rho51.70Eff Leverage0.0070Vega