0.03Open0.05Pre Close30 Volume1.21K Open Interest9.76Strike Price90.00Turnover104.38%IV11.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0969Delta0.2524Gamma293.33Leverage Ratio-0.0244Theta0.0000Rho28.42Eff Leverage0.0011Vega