0.90Open1.27Pre Close1 Volume3.33K Open Interest17.50Strike Price90.00Turnover81.20%IV1.49%PremiumJan 17, 2025Expiry Date0.63Intrinsic Value100Multiplier7DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6089Delta0.1871Gamma15.11Leverage Ratio-0.0574Theta0.0020Rho9.20Eff Leverage0.0097Vega