0.90Open0.84Pre Close1 Volume1.25K Open Interest18.00Strike Price90.00Turnover43.41%IV0.52%PremiumJan 17, 2025Expiry Date0.81Intrinsic Value100Multiplier21DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6465Delta0.2116Gamma14.63Leverage Ratio-0.0148Theta-0.0058Rho-9.46Eff Leverage0.0152Vega