0.85Open5.50Pre Close1 Volume57 Open Interest105.00Strike Price85.00Turnover35.97%IV5.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.1657Delta0.0504Gamma234.99Leverage Ratio-0.0905Theta0.0031Rho38.93Eff Leverage0.0342Vega