0.85Open1.15Pre Close1 Volume20 Open Interest580.00Strike Price85.00Turnover18.36%IV7.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.0654Delta0.0051Gamma769.69Leverage Ratio-0.0714Theta0.0219Rho50.35Eff Leverage0.1728Vega