0.05Open0.09Pre Close17 Volume48 Open Interest12.00Strike Price85.00Turnover93.30%IV45.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0663Delta0.0686Gamma166.20Leverage Ratio-0.0056Theta0.0003Rho11.01Eff Leverage0.0026Vega