0.90Open1.30Pre Close1 Volume642 Open Interest35.00Strike Price90.00Turnover24.30%IV2.38%PremiumJan 17, 2025Expiry Date0.07Intrinsic Value100Multiplier23DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type-0.4860Delta0.1875Gamma41.09Leverage Ratio-0.0166Theta-0.0097Rho-19.97Eff Leverage0.0352Vega