0.13Open0.10Pre Close7 Volume190 Open Interest195.00Strike Price85.00Turnover49.45%IV19.17%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0235Delta0.0040Gamma1364.42Leverage Ratio-0.0334Theta0.0011Rho32.11Eff Leverage0.0157Vega