0.90Open0.85Pre Close1 Volume554 Open Interest2.50Strike Price90.00Turnover135.61%IV5.33%PremiumJan 17, 2025Expiry Date0.81Intrinsic Value100Multiplier10DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.9534Delta0.2820Gamma2.05Leverage Ratio-0.0015Theta-0.0004Rho-1.95Eff Leverage0.0003Vega