0.05Open0.03Pre Close25 Volume4.85K Open Interest140.00Strike Price89.00Turnover42.37%IV13.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0127Delta0.0048Gamma4108.33Leverage Ratio-0.0150Theta0.0003Rho52.25Eff Leverage0.0054Vega