0.10Open0.13Pre Close16 Volume397 Open Interest19.00Strike Price90.00Turnover97.53%IV18.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0684Delta0.0762Gamma321.80Leverage Ratio-0.0235Theta0.0001Rho22.01Eff Leverage0.0023Vega