0.45Open0.47Pre Close2 Volume202 Open Interest62.50Strike Price90.00Turnover29.51%IV8.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1252Delta0.0408Gamma208.40Leverage Ratio-0.0213Theta-0.0050Rho-26.10Eff Leverage0.0353Vega