0.85Open1.15Pre Close1 Volume18 Open Interest2.00Strike Price85.00Turnover112.98%IV2.15%PremiumJan 17, 2025Expiry Date0.79Intrinsic Value100Multiplier20DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9192Delta0.2029Gamma3.38Leverage Ratio-0.0029Theta0.0010Rho3.11Eff Leverage0.0010Vega