0.45Open1.40Pre Close2 Volume825 Open Interest190.00Strike Price90.00Turnover40.61%IV6.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.0990Delta0.0200Gamma445.15Leverage Ratio-0.1386Theta0.0025Rho44.07Eff Leverage0.0374Vega