0.90Open1.10Pre Close1 Volume596 Open Interest5.00Strike Price90.00Turnover88.10%IV3.53%PremiumJan 17, 2025Expiry Date0.75Intrinsic Value100Multiplier22DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7337Delta0.3563Gamma4.86Leverage Ratio-0.0064Theta-0.0020Rho-3.56Eff Leverage0.0035Vega