0.85Open1.15Pre Close1 Volume20 Open Interest580.00Strike Price85.00Turnover18.15%IV7.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.0655Delta0.0051Gamma769.69Leverage Ratio-0.0699Theta0.0224Rho50.38Eff Leverage0.1748Vega