0.90Open3.70Pre Close1 Volume16 Open Interest79.00Strike Price90.00Turnover32.51%IV2.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3926Delta0.1157Gamma86.62Leverage Ratio-0.1091Theta0.0051Rho34.01Eff Leverage0.0393Vega