11.50Open20.63Pre Close83 Volume403 Open Interest432.50Strike Price89.19KTurnover21.07%IV0.10%PremiumJan 17, 2025Expiry Date7.37Intrinsic Value100Multiplier2DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.8336Delta0.0366Gamma54.16Leverage Ratio-0.3477Theta-0.0174Rho-45.15Eff Leverage0.0825Vega