0.30Open0.61Pre Close3 Volume6.78K Open Interest23.00Strike Price90.00Turnover54.93%IV2.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.4433Delta0.3955Gamma89.88Leverage Ratio-0.0986Theta-0.0006Rho-39.84Eff Leverage0.0072Vega