0.05Open0.09Pre Close17 Volume48 Open Interest12.00Strike Price85.00Turnover91.90%IV45.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0663Delta0.0686Gamma166.00Leverage Ratio-0.0054Theta0.0003Rho11.00Eff Leverage0.0026Vega