0.15Open0.21Pre Close12 Volume110 Open Interest48.50Strike Price90.00Turnover596.11%IV4.76%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0681Delta0.0798Gamma1017.40Leverage Ratio-9.7376Theta0.0000Rho-69.29Eff Leverage0.0004Vega