11.50Open20.63Pre Close83 Volume403 Open Interest432.50Strike Price89.19KTurnover20.60%IV0.13%PremiumJan 17, 2025Expiry Date7.26Intrinsic Value100Multiplier2DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.8535Delta0.0347Gamma55.05Leverage Ratio-0.2995Theta-0.0173Rho-46.98Eff Leverage0.0757Vega