0.90Open0.80Pre Close1 Volume40 Open Interest1.50Strike Price90.00Turnover1481.35%IV3.38%PremiumJan 17, 2025Expiry Date0.88Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.4255Delta0.4128Gamma0.57Leverage Ratio-0.0520Theta-0.0001Rho-0.24Eff Leverage0.0003Vega