0.90Open1.47Pre Close1 Volume23 Open Interest52.50Strike Price90.00Turnover41.78%IV8.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.2183Delta0.0501Gamma72.88Leverage Ratio-0.0370Theta-0.0074Rho-15.91Eff Leverage0.0415Vega