0.01Open0.01Pre Close85 Volume122 Open Interest25.50Strike Price85.00Turnover102.48%IV11.54%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0225Delta0.0439Gamma2287.00Leverage Ratio-0.0305Theta0.0000Rho51.38Eff Leverage0.0006Vega