0.40Open0.11Pre Close6 Volume155 Open Interest15.00Strike Price85.00Turnover134.06%IV3.78%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2540Delta0.6399Gamma193.87Leverage Ratio-0.3434Theta0.0000Rho49.25Eff Leverage0.0012Vega