0.45Open0.61Pre Close2 Volume759 Open Interest19.00Strike Price85.00Turnover50.25%IV9.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3136Delta0.1579Gamma41.58Leverage Ratio-0.0178Theta0.0033Rho13.04Eff Leverage0.0158Vega