0.06Open0.15Pre Close27 Volume259 Open Interest139.00Strike Price89.00Turnover26.81%IV0.72%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1075Delta0.2394Gamma3499.00Leverage Ratio-0.4533Theta-0.0001Rho-376.17Eff Leverage0.0053Vega