0.90Open0.95Pre Close1 Volume22 Open Interest7.50Strike Price90.00Turnover60.69%IV5.40%PremiumJan 17, 2025Expiry Date0.47Intrinsic Value100Multiplier25DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.6845Delta0.2802Gamma10.28Leverage Ratio-0.0096Theta0.0032Rho7.04Eff Leverage0.0074Vega