0.15Open0.20Pre Close6 Volume309 Open Interest50.00Strike Price90.00Turnover38.14%IV6.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1107Delta0.0792Gamma375.12Leverage Ratio-0.0343Theta0.0009Rho41.54Eff Leverage0.0118Vega