0.50Open0.97Pre Close2 Volume154 Open Interest180.00Strike Price85.00Turnover28.85%IV6.86%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0951Delta0.0211Gamma482.20Leverage Ratio-0.0688Theta0.0042Rho45.87Eff Leverage0.0469Vega