0.85Open0.90Pre Close1 Volume594 Open Interest29.00Strike Price85.00Turnover40.53%IV6.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.3420Delta0.1185Gamma40.01Leverage Ratio-0.0230Theta-0.0064Rho-13.68Eff Leverage0.0281Vega