0.05Open0.10Pre Close18 Volume98 Open Interest23.00Strike Price90.00Turnover37.94%IV16.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0642Delta0.0677Gamma397.00Leverage Ratio-0.0053Theta0.0007Rho25.47Eff Leverage0.0061Vega