0.90Open0.65Pre Close1 Volume2.35K Open Interest32.00Strike Price90.00Turnover17.50%IV0.92%PremiumJan 17, 2025Expiry Date0.60Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6939Delta0.2447Gamma33.44Leverage Ratio-0.0136Theta0.0137Rho23.20Eff Leverage0.0287Vega