0.90Open1.05Pre Close1 Volume72 Open Interest10.00Strike Price90.00Turnover3268.12%IV1.49%PremiumJan 17, 2025Expiry Date0.74Intrinsic Value100Multiplier-2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.9327Delta0.2611Gamma14.81Leverage Ratio-42.4325Theta0.0000Rho13.82Eff Leverage0.0000Vega