0.90Open1.10Pre Close1 Volume596 Open Interest5.00Strike Price90.00Turnover87.26%IV3.53%PremiumJan 17, 2025Expiry Date0.75Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7335Delta0.3564Gamma4.86Leverage Ratio-0.0063Theta-0.0021Rho-3.56Eff Leverage0.0035Vega